Interactive Brokers Collegiate Olympiad
I'm applying to enter Interactive Brokers' automated trading contest. The "Strategy Plan" I submitted is below. This document is required…
Risk-taking
I'm reading The Poker Face of Wall Street by Aaron Brown. The first half has been very good so I'll…
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…
India Trip
I've been in Mumbai since January 3rd and I'm leaving on the 16th. If anyone is interested in meeting for…
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…
Alternative Hardware
I recently became aware of two technologies which I highly doubt I will have the opportunity to test due to…
