Day: March 1, 2009

Trading System Description

In the next two weeks, IB's Collegiate Olympiad starts. The following describes…

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Interactive Brokers Collegiate Olympiad

I'm applying to enter Interactive Brokers' automated trading contest. The "Strategy Plan"…

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Preprocessing – Feature Generation

Price and volume data is the easiest to acquire and holds quite…

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Statistical Learning Papers

I've been lucky with the past few papers I've read which have…

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Volatility vs. Leverage

Recently I've been curious about volatility and leverage. Here's the problem: let's…

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Condé Nast Portfolio Article

I was included in a recent article on the future of quantitative…

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Alternative Hardware

I recently became aware of two technologies which I highly doubt I…

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Papers and Matlab Files

Matlab has been really fun to learn so far. It's easy to…

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QQQQ Intraday Data

Here's one day of intraday ticks and quotes for Qs: Trades. Quotes.

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Conceptualizing Learning Error

When you are trying to find the correct equation to model and…

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