Commissioner of Internal Revenue, John Koskinen. January 20, 2016
Quail Valley River Club, Vero Beach, FL. January 8, 2016

Why multiply by SQRT(252) to compute the Sharpe Ratio?

September 2, 2015
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1

This question comes up every time I teach Computational Investing.  Here’s my attempt to create the best, (final?) answer to this question.

Update on the MOOC “Machine Learning for Trading”

August 11, 2015
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If you want to be sure to be notified about enrollment opportunities, please sign up to “follow” my blog and look for more updates.

Posted in: academic research, MOOCs

WSJ: Algorithmic Trading: The Play-at-Home Version

August 10, 2015
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4

wsj

The Wall Street Journal interviews a student who completed my MOOC.

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