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. Advertisements

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.

Posted in: Uncategorized

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.

Posted in: academic research, MOOCs

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.

Public University Ranking

July 30, 2015
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Based on careful review of multiple factors, we are pleased to release the following ranking of public universities:

Posted in: Uncategorized

9 Mistakes Quants Make that Cause Backtests to Lie

April 27, 2015
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“I’ve never seen a bad backtest” — Dimitris Melas, head of research at MSCI.