Recent Posts

• Fitting Price Impact Models
  by dm13450on 3/18/2025, 5:46:34 AM with 0 comments
• Importance Sampling, Reinforcement Learning, Getting More from the Data You Have
  by dm13450on 12/17/2024, 12:42:36 PM with 0 comments
• Alpha Capture and Acquired
  by dm13450on 9/19/2024, 8:08:28 PM with 0 comments
• Solving the Almgren Chris Model
  by dm13450on 7/9/2024, 4:53:10 AM with 0 comments
• Currency Hedging and Principal Component Analysis
  by dm13450on 5/12/2024, 3:19:33 PM with 0 comments
• A Quants Approach to Running
  by dm13450on 6/14/2023, 8:00:31 PM with 0 comments
• A tour of high-frequency finance via the Julia language and QuestDB
  by dm13450on 12/7/2021, 4:04:45 PM with 0 comments
• Ecomonic Indicators from AlphaVantage in Julia
  by dm13450on 11/8/2021, 5:19:30 PM with 0 comments
• Optimising a Taskmaster Task with Python
  by dm13450on 10/28/2021, 6:59:25 PM with 0 comments
• How Tough is that Football Match?
  by dm13450on 9/28/2021, 3:23:32 PM with 0 comments
• QuestDB and High Frequency Finance
  by dm13450on 8/19/2021, 7:25:06 PM with 0 comments
• Using QuestDB to Build a Crypto Trade Database in Julia
  by dm13450on 8/5/2021, 5:57:48 PM with 0 comments
• Getting Started with High Frequency Finance Using Crypto Data and Julia
  by dm13450on 6/28/2021, 6:52:02 PM with 0 comments
• Double Machine Learning – An Easy Introduction
  by dm13450on 6/1/2021, 9:00:45 PM with 0 comments
• Crypto Liquidity Metrics
  by dm13450on 5/18/2021, 10:51:57 PM with 0 comments
• Accidentally Quadratic with DataFrames in Julia
  by dm13450on 4/22/2021, 6:42:58 PM with 0 comments
• Cryptocurrency Data in Julia Using Alphavantatge.jl
  by dm13450on 4/4/2021, 2:55:36 PM with 0 comments
• Does a Terror Attack Lead to More Terror Attacks?
  by dm13450on 3/2/2021, 6:19:02 PM with 0 comments
• Show HN: Stocksheriff.io Make sure your broker is getting a good price
  by dm13450on 1/28/2021, 8:30:49 PM with 0 comments
• A Fundamental Stock Data API from Alphavantage.jl
  by dm13450on 1/4/2021, 8:13:50 PM with 0 comments
• Alphavantage.jl – Getting Market Data into Julia
  by dm13450on 7/6/2020, 7:13:01 PM with 0 comments
• State of the Market – Infinite State Hidden Markov Models
  by dm13450on 6/3/2020, 3:39:01 PM with 0 comments
• Benchmarking maps, loops, generators and broadcasting in Julia
  by dm13450on 5/3/2019, 5:49:55 PM with 0 comments
• A year ago the VIX blew up. Extreme value theory shows this wasn't unexpected
  by dm13450on 2/6/2019, 6:28:59 PM with 0 comments