Browsing All Posts published on »March, 2011«

Machine Learning is Sneaking Up On You

March 13, 2011 by


ML lurks in consumer products Folks are sometimes skeptical of my methods when I tell them our fund management tools use Machine Learning.  The term sounds futuristic and is perhaps a little bit scary.  But ML is not hard to understand, and  most people are not aware of the growing use of ML in everyday […]

Quant Trading Contests

March 7, 2011 by


The Bad, The Ugly, and The Good There are a number of programming contests out there for quants and traders.  I’m usually not interested to read more in them because they are usually thinly disguised marketing schemes meant to drive people to a particular platform (e.g., MATLAB, MetaStock).  

How to Design a Source Code Release

March 4, 2011 by


The key is to think about your customer I’m engaged in the creation of at least 3 open source software projects at Georgia Tech. Presently, these products are quite powerful for us, but hard for others to use.  I’m pushing my students to create great releases — but they may not know what I’m looking […]