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807 Articles

Statistical Learning Papers

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

Editor SDC
5 Min Read

IB Olympiad System Outline

The first version of the system will be organized as follows:VariablesLoad dataPreprocessForecast…

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2 Min Read

Preprocessing – Feature Generation

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

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5 Min Read

Overfitting II: Out-of-Sample Testing

Previously I wrote a note on overfitting during training. Now after reading…

Editor SDC
8 Min Read

Alternative Hardware

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

Editor SDC
3 Min Read

Interactive Brokers Collegiate Olympiad

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

Editor SDC
5 Min Read

QQQQ Intraday Data

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

Editor SDC
0 Min Read

Risk-taking

I'm reading The Poker Face of Wall Street by Aaron Brown. The…

Editor SDC
5 Min Read

Interactive Brokers via Matlab

Here's a video guide to using the Interactive Brokers API with Matlab.The…

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3 Min Read

Survivorship Bias

Survivorship bias is a simple idea but it's a good time to…

Editor SDC
3 Min Read