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


Sun 21 February 2016 by Steven

I recently stumbled on asciinema, which is a way of screencasting execution of code on the command line. Since the file format is apparently a JSON file, the storage and transmission requirements of the screencap are fairly minimal. Moreover, as one is watching playback, one can pause and copy and select text from the screencap. read more