Getting Hired as a Data Scientist
Thu 19 May 2016
A few months back I wrote about my experiences trying to
hire a data scientist. It took some amount of work on our part. When we finally
found the right candidate, our parent company told us that there wasn't actually any
money to pay a candidate. This came as rather a surprise to all of us at our three person
startup. This was the first indication that the wheels were coming off the bus, and two
months later, we were all laid off and the company dissolved. Within just three months
I went from hiring to scrambling for a job. Would I follow my own advice for job
candidates? What's the startup climate like? Is it easy to find a job in the field?
ML in Trading Talk
Wed 11 May 2016
My script for a talk on backtesting
Wed 09 March 2016
I gave a talk today for the Bloomington Data Collective. You can view
the slides or watch
the recorded talk.
The TL;DR is that profitable strategies are hard to make, but bugs are easy to make,
so Bayes' Rule suggests profitable-looking backtests are likely bugs, and here's a
catalogue of some of the errors I have seen and committed in my time.
CRAN check like a bot with docker.
Tue 08 March 2016
If you're like me, you just blindly check boxes when submitting packages to CRAN. (The
'submit' button should be labeled 'yolo' as far as I'm concerned.) After getting
burned yet again for not actually checking my package with the development build
of R, I decided to be slightly less stupid in the future. Rather than install
R-devel, I made a docker base image
for CRAN checking.