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…
Survivorship Bias
Survivorship bias is a simple idea but it's a good time to bring it up after the previous notes on…
More Matlab/IB Code
Here is some more Matlab code to interact with Interactive Brokers' API. Check the previous tutorial on connecting Matlab to…
