mbc@fastmail.com
That's useful to know, thanks. CUDA is actually my bottleneck right now. I upgraded my power supply and bought a nice GPU. I wanted a setup I...
Rohan2008, thank you for your link. I'm currently collecting everything I can find about deep learning in finance. I think the most interesting...
In case anyone else is interested in seeing what funds are nearby where they live. Actually, it's not just hedge funds, but any investment firm...
Thanks, spacewiz. I think the Calmar ratio is very nearly covered by the measures I have included. Slight differences - I use 5 years instead of...
Thank you for letting me know. It looks like a csv file was corrupted and the contents turned to mush. I've replaced it, and now everything is...
GAT, Arctic does look very cool. It's column-oriented and compressed. I wonder at what granularity they store the data. I also wonder if they...
I'm curious to hear how you are storing and retrieving your tick data. I recently did a write-up on the method I settled on: Managing massive...
Just closing the loop on this. I said I'd post all the data I collected, so here it is: rank.zip Here is my short writeup about the experiment:...
David Bailey has a related paper out, but with a more provocative title: Pseudo-Mathematics and Financial Charlatanism: The Effects of Backtest...
Thanks, I just added a link to it. The topic of multiple testing is important to me. Two days ago, I had my qualifying exam, and part of my...
Hey everyone, I've been working on a news feed lately, and I think this is an appropriate place to tell about it. I collect the latest news,...
Separate names with a comma.
