Monthly Archives: January 2016

Rolling your own

Posted on January 26, 2016 by admin

In the previous post I discussed my attempts at replicating a trend following algorithm. This post takes a short step back to discuss a prerequisite of running a futures trading strategy, joining the individual series together to create a continuous … Continue reading →

Posted in Finance, R | Leave a comment

Still trending

Posted on January 26, 2016 by admin

In a previous post I described my attempts to replicate the trend-following algorithm from the book Following the Trend by Andreas Clenow.  This post gives an update on my somewhat chequered progress since then. Introduction As a quick re-cap, trend-following is … Continue reading →

Posted in Finance, R | Leave a comment

A look at MOOCs

Posted on January 19, 2016 by admin

I’ve followed a few online courses, or MOOCs, recently and I thought I’d give a quick summary of my experiences. Overview For the uninitiated, MOOCs are Massive Open Online Courses.  As the name suggests they are courses made available openly over … Continue reading →

Posted in Data science, Finance, Machine learning, Python | Leave a comment

Jet d’Eau or no

Posted on January 12, 2016 by admin

This is a quick demonstration of how the Visual Recognition service on the IBM Watson developer cloud can be used to identify Geneva’s most famous landmark, the Jet d’Eau. Introduction Today I attended a Swiss Financial Technology meet-up, part of the … Continue reading →

Posted in Machine learning | 1 Comment