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Thursday, January 28, 2016. Kaggle Winton Stock Market Challenge - Post-Mortem. Recently, I participated in a Kaggle contest. Fig 1 Sample observations of integrated training 1 min. time series with black iis intraday and blue oos intraday, D1 and D2 are red and green, respectively. Some posters were wondering about why WMAE was used as opposed to RMSE. In financial time series, MA.
Could not connect to the site. Could not connect to the site. Including market quotes, charts, research, analysis, news and education for futures, commodities and forex.
Bitcoin Futures, Part 2. It was a tight race between CME and CBOE to be the first one to list BTC futures, but CBOE turned out to be a winner. Bitcoin futures will start trading on CFE platform this Sunday, Dec 10, at 6pm EST. CME is scheduled to list futures 8 days later, on December 18th. Bitcoin and Volatility, Part 3. Yesterday Russel Rhoads wrote an article. But even though daily volatility of the two is at about the same level.
Sunday, August 16, 2015. Downloading Stock Market News for Specific Symbols. How do you grab the latest news on your favorite ticker symbol? It all starts with the following URL. There is, however, a limit on the number returned. What the returned data means.
You need no prophet to trade your account. Saturday, February 14, 2015. The end of EOM? Posted by - Sanz Prophet. Historically and up to 2013, equities have exhibited a positive bias during the end of the month. Here is an example of buying the SPY etf on the first down-day after the 23rd and selling on the first up-day of the next month. Trading is at the same day close. Grøtte, has also recently blogged. The EOM bias is no more. Tuesday, January 27, 2015.
Applying quantitative analysis to gain an edge in financial markets. In defense of a quantitative approach to financial markets. As a starting point for the discussion.
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News and research review by Gary Antonacci. When doing financial modeling, one of the first things to look at is if your empirical work makes sense. In other words, are there valid economic reasons why a model should work? This can help you avoid drawing erroneous conclusions based on creative data mining. Relative and absolute momentum have held up well according to all of the above criteria. But now that momentum is attracting more attention, it is important to remain vigilant.
Reviews, previews and updates on the gaming world. You once again assume the role of the unnamed protagonist of the first two games, leading the crime-driven street gang, The 3. In the gap between the end Saints Row 2 and the start of The Third, the Saints have turned their city-wide street gang into a full on celebrity status;.