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