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IBS Reversion (Stingray Plot) Intuition using R vioplot Package 30 Apr 2013 | 01:52 pm
Fig 1. Vioplot of IBS filtered next day returns on SPY. Fig 2. Table of Summary of Results for rtn.tom vs. IBS.class (H,L,M) A colleague and I were recently discussing ways to get intuition about t...
Is CTA trend following Dead? 11 Mar 2013 | 04:50 am
This is just a very short comment related to discussions I've been having with a friend about trend following funds and a lot of the recent blogs and debates proclaiming the death of trend following. ...
IBS reversion edge with QuantShare 5 Jan 2013 | 10:16 am
Happy New Years to readers; my resolution this year is to continue delivering thoughts and ideas to others in the hopes that we all might be able to benefit somewhat from sharing observations. I'll st...
Book Review: R for Business Analytics, A Ohri 27 Oct 2012 | 12:13 pm
I've added a recently released book to my list of recommendations (at the amazon carousel to the right), as I've reviewed a copy provided to me via Springer Publishers. The book is R for Busines...
The Kaggle Bug 23 Aug 2012 | 05:52 am
If you have any interest in data mining and machine learning, you might have already caught the Kaggle bug. I myself fairly recently got caught up in following the various contests and forums after r...
The Facebook Doomsday Watch 31 May 2012 | 02:02 pm
I've been following the myriad circus of Facebook commentators and bystanders pointing to its horrific failed IPO launch and seemingly inevitable crash to zero. While my focus here isn't really so muc...
Expanding Visualization of published system edges (R) 29 Feb 2012 | 07:59 pm
I happened to be looking over a revised text of a systems author I happen to follow. I will be a bit vague about specifics, as the system itself is based on well known ideas, but I'll leave the reader...
MINE: Maximal Information-based NonParametric Exploration 1 Feb 2012 | 09:21 pm
There was a lot of buzz in the blogosphere as well as the science community about a new family of algorithms that are able to find non-linear relationships over extremely large fields of data. What ma...
Free Online Stanford Machine Learning Course: Andrew Ng. Post Mortem. 1 Jan 2012 | 11:33 pm
Happy New Year to all the viewers of this blog and just a short reminder that the course will be available again this January. http://www.ml-class.org/course/auth/welcome Having audited the course, I...
Free auditing of Stanford AI and Machine Learning Courses w/Peter Norvig 15 Oct 2011 | 01:02 pm
Just wanted to notify viewers of a few great courses that are being offered free for auditing and/or participation by well known industry experts, including co-author of the classic text on AI, 'Artif...
