Is CTA trend following Dead?
This i... [Read more...]
Articles by Intelligent Trading
Huge Discount on Kindle Academic Texts at Amazon — Today Only
Anyone who collects academic texts knows that the hobby can be a bit expensive. Well, today I happened to notice that there is an incredible deal on Amazon's Gold Box Deal for today for many kindle academic books. And they are not just unpo... [Read more...]
IBS reversion edge with QuantShare
Happy New Years to readers; my resolution this year is to continue delivering thoughts and ideas to others in the hopes that we all might be able to benefit somewhat from sharing observations. I'll start by describing an edge using QuantShare as the b... [Read more...]
Book Review: R for Business Analytics, A Ohri
I've added a recently released book to my list of recommendations (at the amazon carousel to the right), as I've reviewed a copy provided to me via Springer Publishers. The book is R for Business Analytics, authored by A Ohri. ...
The Kaggle Bug
If you have any interest in data mining and machine learning, you might have already caught the Kaggle bug.I myself fairly recently got caught up in following the various contests and forums after reading a copy of "Practical Time Series Forecasting," ...
The Facebook Doomsday Watch
I've been following the myriad circus of Facebook commentators and bystanders pointing to its horrific failed IPO launch and seemingly inevitable crash to zero. While my focus here isn't really so much on fundamentals or basic TA; I do want to comment ...
Expanding Visualization of published system edges (R)
I happened to be looking over a revised text of a systems author I happen to follow. I will be a bit vague about specifics, as the system itself is based on well know ideas, but I'll leave the reader to research related systems. The basic message...
MINE: Maximal Information-based NonParametric Exploration
There was a lot of buzz in the blogosphere as well as the science community about a new family of algorithms that are able to find non-linear relationships over extremely large fields of data. What makes it particularly useful is that the measure(s) it...
Free Online Stanford Machine Learning Course: Andrew Ng. Post Mortem.
Happy New Year to all the viewers of this blog and just a short reminder that the course will be available again this January.http://www.ml-class.org/course/auth/welcomeHaving audited the course, I would highly recommend it to anyone who is interested ...
Free auditing of Stanford AI and Machine Learning Courses w/Peter Norvig
Just wanted to notify viewers of a few great courses that are being offered free for auditing and/or participation by well known industry experts, including co-author of the classic text on AI, 'Artificial Intelligence: A Modern Approach,' Peter Norvig...
Spatiotemporal Data Mining: 2
There are many visual methods used to identify patterns in space and time. I've discussed some in prior threads and will show a few others briefly here. One of the most difficult questions I often hear from others regarding markov type approaches, is...
Arc Diagram and spatiotemporal data mining visualization
I won't spend too much time discussing this fascinating topic other than to say it relates very much to prior discussions about pattern discovery via visual data mining (see lexical dispersion plots for example). I happened across an interesting ...
Aug 4, 2011 "plunge" headlines are in the air tonight
Today's financial headlines are littered with the word 'plunge.' Considering today's (cl-cl) drop on the S&P500 was just about -5%, I don't know that I would exactly call that a plunge. &nb...
Pattern Recognition: forward Boxplot Trajectories using R
Although the following discussion can apply to the Quantitative Candlestick Pattern Recognition series, it is addressing the same issue as any basic conditional type system -- how and when to exit. The following is one way to visualize and think ...
Simulating Win/Loss streaks with R rle function
The following script allows you to simulate sample runs of Win, Loss, Breakeven streaks based on a random distribution, using the run length encoding function, rle in R. Associated probabilities are entered as a vector argument in the sample function.Y...
High Low Clustering on intraday high frequency sampled data
Nothing unusually exciting on this post, but I happened to be engaged in some particle based methods recently and made some simple visual observations as I was setting up some of the sampling environment in R. I am also using Rkward and Ubuntu to...
Can one beat a Random Walk– IMPOSSIBLE (you say?)
Firstly, apologies for the long absence as I've been busy with a few things. Secondly, apologies for the horrific use of caps in the title (for the grammar monitors). Certainly, you'll gain something useful from today's musing, as it's a pr...
Finally! A practical R book on Data Mining: "Data Mining With R, Learning with Case Studies," by Luis Torgo
I've been a bit busy lately with a few big things, however, I wanted to stop by and mention a fantastic book for those who have been following along the R examples. Anyone who's followed my blog knows that I'm big on practical books with examples...
Conditioning Systems on Regime Variables
Here is a brief and simple example of switching systems based upon regime type (sometimes called gating). I've brought up the idea of conditioning systems based upon regimes many times in past posts. Some texts call this filtering, although I prefer t...
Quantitative Candlestick Pattern Recognition (Part 2 — What’s this Natural Language Processing stuff?)
I wanted to briefly add one more thought regarding the temporal nature of probabilities as was alluded to in my correspondence with Adam, as well as the prior closing comments on the Chaos post (structure coalescing and dispersing).I will borrow from t...
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