IB Olympiad System Outline: v.2
I previously posted a system outline and before that a trading plan for Interactive Brokers' Collegiate Olympiad. The criticism I…
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…
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…
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…
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…
Information Theory Betting
The following is a very interesting problem copied from p.132 of "Elements of Information Theory" by Cover and Thomas. I've…
House Hearing on Hedge Funds
http://video.aol.com/video-detail/house-oversight-cmte-hearing-on-turmoil-in-the-financial-markets/1389143189/?icid=VIDLRVGOV04The politicians love their ambiguously applicable metaphors.
