QuantZy Notes

Not the search engine itself – we’re talking about the Google Brain team, an elite group of programmers, developers and scientists that are constantly developing cool new stuff. 

In this article, we discuss how to install use the R programming language in Jupyter Notebook for all of your statistical analysis needs.

A wiki for artificial intelligence, machine learning, and deep learning.

Describing Bayes' Theorem, Naive Bayes Classifiers, and Bayesian Networks.

This website presents a set of lectures on quantitative economic modeling, designed and written by Thomas J. Sargent and John Stachurski.

Eigenvectors and their relationship to matrices in plain language and without a great deal of math.

The most commonly used branch of statistics across data science is what is known as frequentist statistics. We all use its concepts and thinking methods without even knowing about it or what…

This article explains bayesian statistics in simple english. It explain concepts such as conditional probability, bayes theorem and inference

การใช้ Data Science เพื่อการลงทุน Ultimate Goal ของเราคือ ทำระบบซื้อขาย หรือหาสัญญาณซื้อขาย หรือ จัดพอร์ตลงทุนให้ได้กำไร แต่ทำไม 101 จึงเป็นเรื่องนี้? ต้องขอแยกประเภท ให้ชัดเจนก่อนครับ และหลายๆอย่าง…

This post was originally featured on the Quantopian Blog and authored by Sepideh Sadeghi and Dr. Thomas Wiecki. Foreword by Thomas This blog post is the result of a very successful research project by Sepideh Sadeghi, a PhD student at Tufts who did an internship at Quantopian over the summer 2015. Follow her on twitter here . Introduction When evaluating trading algorithms we generally have access to backtest results over a couple of years and a limited amount of paper or real money traded...

The article considers the ideology and methodology of building a recommendatory system for time-efficient trading by combining the capabilities of forecasting with the singular spectrum analysis (SSA) and important machine learning method on the basis of Bayes' Theorem.

Bayesian Statistics: A Beginner's Guide

This simple formula can help you deduce the answer to a complex financial question that has a myriad of related probabilities and update it as needed.

How to manage different Python and package versions with Conda by setting up virtual environments

Regardless of theory, it is an interesting exercise to see whether Machine Learning + Fundamental Analysis can be used to empirically predict future stock prices. Specifically, can we take all the stocks from the Wilshire 5000 index, get their stock prices and fundamental qualities at years $t$ and $t-1$, and accurately predict the stock price at year $t+1$? For concreteness, I will choose $t=2015$, but my code is generalizable to any $t$. I will also cast this problem as a classification problem instead of a regression problem. This means that if a stock increased between years $t$ and $t+1$ the machine learning algorithm should predict $1$, and $0$ otherwise. In contrast, casting this as a regression problem would mean I want to predict how much a stock increased or decreased between $t$ and $t+1$. As you can imagine, this is a much more difficult problem.

Bret Victor has been provided by the management for your protection.

Dash User Guide and Documentation. Dash is a Python framework for building analytical web apps in Python.

In order to actually run a Python script, we must have a copy of python downloaded on our machine with the appropriate interpreter of course. Let’s say we created a program that uses an external library we have to download...

Musings on data science and software engineering (and at times, economics as well)

กองทุนดัชนี ในประเทศไทย มีมาตั้งแต่ช่วงก่อนปี 2540 และเติบโตเรื่อยมา จนกลายเป็นหนึ่งในเครื่องมือลงทุนที่สำคัญของนักลงทุนรายย่อยที่เชื่อมั่นในการลงทุนเชิงรับ

In Part 1 and Part 2 of our Beginner’s Guide to developing trading system, we talked about the necessary skills and how to approach a trading system. We said that an Automated Trading System…

Implement a momentum trading strategy in Python and test to see if it has the potential to be profitable - sanjeevai/trading-with-momentum

Implement a momentum trading strategy in Python and test to see if it has the potential to be profitable - sanjeevai/trading-with-momentum

In part I of this guide, we talked about math programming, data and ML skills that come in handy while building your own trading strategies. Hopefully you’re already an expert at those and are ready…