Interactive Brokers via Matlab
Here's a video guide to using the Interactive Brokers API with Matlab.The…
Overfitting II: Out-of-Sample Testing
Previously I wrote a note on overfitting during training. Now after reading…
IB Olympiad System Outline
The first version of the system will be organized as follows:VariablesLoad dataPreprocessForecast…
Weirdness is the “Curse of Dimensionality”
I read the following well-written section in "The Elements of Statistical Learning"…
Review: The Poker Face of Wall Street
Yesterday night I finished The Poker Face of Wall Street by Aaron…
Trading System Description
In the next two weeks, IB's Collegiate Olympiad starts. The following describes…
Interactive Brokers Collegiate Olympiad
I'm applying to enter Interactive Brokers' automated trading contest. The "Strategy Plan"…
Volatility vs. Leverage
Recently I've been curious about volatility and leverage. Here's the problem: let's…