Researchers mine millions of metaphors through computer-based techniques
This technique developed at Stanford University is going to revolutionized text searching. The 'proximity-searching machine-learning" technique have potential applications in…
Winter of 1933 and a Story About My Second Favorite Carpenter in History
When Business is Slow, Some of Us Do Our Most Interesting Work - What I learned about the winter of…
Overfitting II: Out-of-Sample Testing
Previously I wrote a note on overfitting during training. Now after reading that, let's imagine a normal scenario-You're trying to…
Interactive Brokers via Matlab
Here's a video guide to using the Interactive Brokers API with Matlab.The following are the notes that go along with…
Condé Nast Portfolio Article
I was included in a recent article on the future of quantitative finance:Future of Wall Street: Rise of the MachinesSam…
Alternative Hardware
I recently became aware of two technologies which I highly doubt I will have the opportunity to test due to…
Survivorship Bias
Survivorship bias is a simple idea but it's a good time to bring it up after the previous notes on…
More Matlab/IB Code
Here is some more Matlab code to interact with Interactive Brokers' API. Check the previous tutorial on connecting Matlab to…
Weirdness is the “Curse of Dimensionality”
I read the following well-written section in "The Elements of Statistical Learning" by Friedman, Hastie, & Tibshirani. This curse of…