gilgamath


Getting Hired as a Data Scientist

Thu 19 May 2016 by Steven

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? read more


ML in Trading Talk

Wed 11 May 2016 by Steven

My script for a talk on backtesting

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Backtest Boo-Boos.

Wed 09 March 2016 by Steven

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. read more


CRAN check like a bot with docker.

Tue 08 March 2016 by Steven

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. read more