Data Mining Research Updated
I’m happy to inform you that Data Mining Research (www.dataminingblog.com) is updated! The blog is now on Wordpress and self-hosted…
Another view: maybe IT doesn’t want to be aligned to the business
Geek & Poke’s Oliver Widder responded to my recent post on “Business-IT alignment is dead,” and comments that in some…
A Game at Hell’s Gate
Let’s say you lived the life of a gambler and now, dead, you are standing at the gates of hell…
More Matlab/IB Code
Here is some more Matlab code to interact with Interactive Brokers' API. Check the previous tutorial on connecting Matlab to…
Survivorship Bias
Survivorship bias is a simple idea but it's a good time to bring it up after the previous notes on…
Interactive Brokers via Matlab
Here's a video guide to using the Interactive Brokers API with Matlab.The following are the notes that go along with…
Overfitting II: Out-of-Sample Testing
Previously I wrote a note on overfitting during training. Now after reading that, let's imagine a normal scenario-You're trying to…
IB Olympiad System Outline
The first version of the system will be organized as follows:VariablesLoad dataPreprocessForecast each data streamOptional: sensitivity analysisCreate a portfolioCalculate position…
Weirdness is the “Curse of Dimensionality”
I read the following well-written section in "The Elements of Statistical Learning" by Friedman, Hastie, & Tibshirani. This curse of…
Review: The Poker Face of Wall Street
Yesterday night I finished The Poker Face of Wall Street by Aaron Brown. It's a somewhat disorganized combination of poker…