Blog
-
Importance Sampling, Reinforcement Learning and Getting More From The Data You Have
-
Alpha Capture and Acquired
-
Solving the Almgren Chris Model
-
Currency Hedging and Principal Component Analysis
-
Calibrating an Ornstein–Uhlenbeck Process
-
Cross Asset Skew - A Trading Strategy
-
Exploring Causal Regularisation
-
Free Finance Data Sets for the Quants
-
Easy Reinforcement Learning - The Multi Armed Bandit
-
Modelling Soccer Goals as a Point Process
-
Stat Arb - An Easy Walkthrough
-
A Quants Approach to Running
-
Predicting a Successful Mt Everest Climb
-
More Extreme Moves in a Downtrending Market?
-
Advent of Code 2022 in q
-
Trend Following with ETFs
-
Golf and Online Linear Regression
-
Taking Github Copilot for a Spin
-
Optimising FPL with Julia and JuMP
-
Machine Learning Property Loans for Fun and Profit
-
Dipping My Toes into ETF Correlations
-
Modelling Microstructure Noise Using Hawkes Processes
-
How to Calculate Realised Volatility
-
AlpacaMarkets.jl - Free Equity Data
-
Predicting Goals Using the Winning Odds
-
Order Flow Imbalance - A High Frequency Trading Signal
-
Fitting Mixed Effects Models - Python, Julia or R?
-
Economic Indicators from AlphaVantage
-
Optimising a Taskmaster Task with Python
-
Fixture Difficulty and Fantasy Premier League Point Predictions
-
How Tough is that Football Match?
-
QuestDB Part 2 - High Frequency Finance (again!)
-
Using QuestDB to Build a Crypto Trade Database in Julia
-
Getting Started with High Frequency Finance using Crypto Data and Julia
-
Double Machine Learning - An Easy Introduction
-
Accidentally Quadratic with DataFrames in Julia
-
Crypto Data using AlphaVantatge.jl
-
Does a Terror Attack Lead to More Terror Attacks?
-
Adding Football Crests to Scatter Plots in R
-
Expected Goals - Overachieving or just lucky? An Update
-
Fundamental Stock Data from AlphaVantage.jl
-
Converting an Edward Tutorial (Python) to Flux (Julia)
-
Proper Bayesian Estimation of a Point Process in Julia
-
Palmer Penguins and an Introduction to Dirichlet Processes
-
Expected Goals - Overachieving or just lucky?
-
Hawkes Processes and DIC
-
AlphaVantage.jl - Getting Market Data into Julia
-
State of the Market - Infinite State Hidden Markov Models
-
An Introduction to Hawkes Processes with HawkesProcesses.jl
-
Notes from R-Finance 2019
-
Dirichlet Process Convergence
-
Turing.jl Performance Updates
-
Natwest Markets Quant Conference
-
The Nelson Siegel Model and P2P Bonds
-
Conjugate Stan Models and Hierarchy
-
Hidden Markov Models using a Dirichlet Process
-
Benchmarking maps, loops, generators and broadcasting in Julia
-
Speed differences between a map and a loop in Julia
-
Which Turing.jl Sampler is the Fastest?
-
Goodreads Analysis
-
A Football Auto-encoder
-
Non Parametric Priors with Dirichlet Processes
-
Ratesetter Yield Curve
-
Calibrating Odds
-
Dirichlet Process Cluster Probabilities
-
A Hierarchical Model for Yellow Cards
-
Exploring the Isle of Man TT
-
Clustering with Dirichlet Processes
-
Bayes Comp 2018
-
New Applications of Bradley Terry Models
-
Point Process Estimation with dirichletprocess
-
Custom Mixtures with the dirichletprocess R package
-
Extreme Values and the VIX
-
Density Estimation with the dirichletprocesss R package
-
Deviance Information Criteria
-
Referee Tracking Data and Machine Learning
-
Julia Code for Sampling an AR(1) model
-
Bayesian Autoregressive Processes
-
Mark Clattenburg
-
An Introduction to Julia and Distributions
-
Mike Dean and the Ref Radar
-
Introducing the Referee Radar
-
The Data Dialogue - At War with Data
-
Notes from a Quantcast Talk
-
Thoughts on Weights in Bayesian Regression
-
Kelly Betting - Part Two
-
Kelly Betting - Part One
-
Dissertation Construction Learnings
-
Posterior p-values
-
Bulk Downloading from Turnitin using Python.
-
Films I've Watched In January 2016
-
The First Workshop
-
Prop Shop Interviews
-
Playing About with Shiny
-
Playing About with ggplot
-
That First Blog Post
subscribe via RSS