Browsing Archives of Author »Tucker Balch«

Could Artificial Intelligence have predicted this correction?

January 15, 2016


To answer that question, we asked our Machine Learning-based forecaster what it thought would happen a month ago. Advertisements

Big Data & the Value of Shorting: Talk at Vero Beach

January 8, 2016


I was invited by Essex Asset Management to speak about the influence of big data on investment practice in Vero Beach, FL. where we have a large selection of boats for sale metairie la area.

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

September 2, 2015


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


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

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

August 10, 2015


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

Public University Ranking

July 30, 2015


Based on careful review of multiple factors, we are pleased to release the following ranking of public universities:

9 Mistakes Quants Make that Cause Backtests to Lie

April 27, 2015


“I’ve never seen a bad backtest” — Dimitris Melas, head of research at MSCI.