IB Olympiad System Outline
The first version of the system will be organized as follows:VariablesLoad dataPreprocessForecast…
Overfitting II: Out-of-Sample Testing
Previously I wrote a note on overfitting during training. Now after reading…
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…
Interactive Brokers via Matlab
Here's a video guide to using the Interactive Brokers API with Matlab.The…
SKF: Inverse Construction and Volatility
I previously explained why market returns should be lognormally distributed with positive…