Conceptualizing Learning Error
When you are trying to find the correct equation to model and predict financial data, you will always have some…
Preprocessing – Feature Generation
Price and volume data is the easiest to acquire and holds quite a bit of information. Preprocessing is the technique…
Trading System Description
In the next two weeks, IB's Collegiate Olympiad starts. The following describes the system I'm entering. I previously mentioned that…
Review: The Poker Face of Wall Street
Yesterday night I finished The Poker Face of Wall Street by Aaron Brown. It's a somewhat disorganized combination of poker…
Statistical Learning Papers
I've been lucky with the past few papers I've read which have been interesting and well-written. These first two were…
A Game at Hell’s Gate
Let’s say you lived the life of a gambler and now, dead, you are standing at the gates of hell…
Interactive Brokers Collegiate Olympiad
I'm applying to enter Interactive Brokers' automated trading contest. The "Strategy Plan" I submitted is below. This document is required…
The Dirichlet Process Part 3: Dirichlet Process
Click on the text to see it full size (I had to copy and paste screenshots to keep the formulas)Be…
Learning SPSS for SAS users
I wrote a post on learning SAS for SPSS users based on the chapter from Little SAS Book authors. Here…
Here’s how to build on Business Analytics
As I blogged earlier, at the SAS Global Forum this week some SAS speakers drew a distinction between Business Intelligence…
