IB Olympiad System Outline: v.2
I previously posted a system outline and before that a trading plan for Interactive Brokers' Collegiate Olympiad. The criticism I…
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…
Condé Nast Portfolio Article
I was included in a recent article on the future of quantitative finance:Future of Wall Street: Rise of the MachinesSam…
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…
The Dirichlet Process Part 3: Dirichlet Process
Click on the text to see it full size (I had to copy and paste screenshots to keep the formulas)Be…
Learning SPSS for SAS users
I wrote a post on learning SAS for SPSS users based on the chapter from Little SAS Book authors. Here…
Here’s how to build on Business Analytics
As I blogged earlier, at the SAS Global Forum this week some SAS speakers drew a distinction between Business Intelligence…
Good Times Ahead For College Marketing
Obama Address = Promising Times For College Marketers Anderson Analytics GenX2X study had identified CollegeHumor.com as one of the top-ten…
A conversation with Jay Kreps about Project Voldemort
I had the pleasure of talking with Jay Kreps yesterday about Project Voldemort, here some notes from this conversation.Jay is…