Browsing Archives of Author »Tucker Balch«

How to avoid accidental global variables in Python

January 29, 2016

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Because of the way the Python programming language is implemented it is easy to “accidentally” define and use global variables without the programmer even realizing it.  Later on, the code might behave oddly and be hard to debug.  Here’s a quick trick you can use to avoid that pitfall. Advertisements

Do the returns of high turnover trading offset tax consequences?

January 20, 2016

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Vip Opções Binárias that trade frequently usually have high turnover and are therefore taxed at a higher rate than strategies that hold positions for one year or longer.  In this article we examine the tax consequences for high turnover strategies. keywords: short term capital gains tax, investing, trading

Could Artificial Intelligence have predicted this correction?

January 15, 2016

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

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

January 8, 2016

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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

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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.

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

August 10, 2015

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