| | Premier League Survival – How Many Points Are Enough? (dm13450.github.io) |
| 1 point by dm13450 57 days ago | past |
|
| | Fitting Price Impact Models (dm13450.github.io) |
| 1 point by dm13450 9 months ago | past |
|
| | Importance Sampling, Reinforcement Learning, Getting More from the Data You Have (dm13450.github.io) |
| 2 points by dm13450 on Dec 17, 2024 | past |
|
| | Alpha Capture and Acquired (dm13450.github.io) |
| 1 point by dm13450 on Sept 19, 2024 | past |
|
| | Solving the Almgren Chris Model (dm13450.github.io) |
| 2 points by dm13450 on July 9, 2024 | past |
|
| | Currency Hedging and Principal Component Analysis (dm13450.github.io) |
| 1 point by dm13450 on May 12, 2024 | past |
|
| | Statistical Arbitrage – An Easy Walkthrough (dm13450.github.io) |
| 150 points by xgdgsc on July 18, 2023 | past | 48 comments |
|
| | A Quants Approach to Running (dm13450.github.io) |
| 3 points by dm13450 on June 14, 2023 | past |
|
| | Optimising a Taskmaster Task with Python (dm13450.github.io) |
| 1 point by mindB on Nov 1, 2021 | past |
|
| | Accidentally Quadratic with DataFrames in Julia (dm13450.github.io) |
| 4 points by todsacerdoti on April 24, 2021 | past |
|
| | Alphavantage.jl – Getting Market Data into Julia (dm13450.github.io) |
| 2 points by dm13450 on July 6, 2020 | past |
|
| | State of the Market – Infinite State Hidden Markov Models (dm13450.github.io) |
| 2 points by dm13450 on June 3, 2020 | past |
|
| | Benchmarking maps, loops, generators and broadcasting in Julia (dm13450.github.io) |
| 1 point by dm13450 on May 3, 2019 | past |
|
| | A year ago the VIX blew up. Extreme value theory shows this wasn't unexpected (dm13450.github.io) |
| 1 point by dm13450 on Feb 6, 2019 | past |
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