In keeping with our recent theme of providing useful tidbits of algo trading practicalities, here’s an elegant solution that resolves
Earlier this year, I attended the Google Next conference in San Francisco and gained some first-hand perspective into what’s possible
Introduction My first post on using machine learning for financial prediction took an in-depth look at various feature selection methods
Disclaimer: I am not posting this at the behest of the developers of Zorro, nor do I receive any form
In the first Mean Reversion and Cointegration post, I explored mean reversion of individual financial time series using techniques such
This series of posts is inspired by several chapters from Ernie Chan’s highly recommended book Algorithmic Trading. The book follows Ernie’s
Important preface: This post is in no way intended to showcase a particular trading strategy. It is purely to share
In the first part of this article, I described a procedure for empirically testing whether a trading strategy has predictive
Picture this: A developer has coded up a brilliant strategy, taking great care not to over-optimize. There is no look-ahead