trading

Machine Learning Applied To Real World Quant Strategies

I'm sure you've noticed the oversaturation of beginner Python tutorials and stats/machine learning references available on the internet. Few tutorials actually tell you how to apply them to your algorithmic trading strategies in an end-to-end fashion. There are hundreds of textbooks, research papers, blogs and forum posts on time series analysis, econometrics, machine learning and Bayesian statistics. Nearly all of them concentrate on the theory. What about practical implementation? How do you use that method for your strategy? How do you actually program up that formula in software? I've written Advanced Algorithmic Trading to solve these problems. https://www.quantstart.com/advanced-algorithmic-trading-ebook

savings

We don’t save for the future because we lie to ourselves.

This app might change that I personally belive this author because of the book Predictably Irrational. And that's his final findings. As humans, our failings are epic. We eat too much, lie to ourselves, never exercise enough, and spend so much money we have nothing left for that vacation in Hawaii. But technology, Dan Ariely believes, might save us from ourselves. Ariely says the app will force people to think about the opportunity cost of money, or what you give up (saving for college) to get what you want (another bottle of rare gin). You can create a goal—a $300 budget for groceries—and an anti-goal—whatever is not spent from that $300 goes toward something else (Ariely is saving for a car). You can pre-assign money to do the things you mean to do but don’t do. Every time you spend $3 on coffee, you can donate $1 to your favorite charity (and perhaps start curbing your expensive coffee habit). http://qz.com/540024/we-dont-save-for-the-future-because-we-lie-to-ourselves-this-app-might-change-that/

emirates

in the Skies

Armed with unguarded ambition and the vision to push boundaries beyond the unthinkable, Jetman Dubai and Emirates A380 take to the skies of Dubai for an exceptional formation flight. https://www.youtube.com/watch?v=_VPvKl6ezyc

inequality

More Evidence that Income Inequality Sucks

The world is slowly reaching the conclusion that income inequality is toxic for human welfare. Books such as The Spirit Level, Why Nations Fail, and Capital in the 21st Century make the case at the macro scale by chronicling the fate of nations. In the United States of America, income inequality has swung like a slow pendulum, reaching an extreme during the Gilded Age and today. Well-being has swung in the reverse direction, as shown in this remarkable graph compiled by Evolution Institute Vice President Peter Turchin (go here for details). IMG:001-inequality.jpg A new study provides more evidence for the toxic effects of inequality, if more is needed. A team of economists led by Robert H. Frank measured changes in income inequality in each of the states and in the 100 most densely populated counties in America during the period 1990-2000 https://evolution-institute.org/blog/more-evidence-that-income-inequality-sucks

code quality

Facebook's code quality problem

Facebook has a software quality problem. I’m going to try to convince you with three examples. This is important because it demonstrates the time-honored principle that quality matters. In demonstrates it, as Facebook engineers like to say, at scale. I don’t work at Facebook or any competitor, I’m just an observer. http://www.darkcoding.net/software/facebooks-code-quality-problem/

quantum

Cats!

Now it’s time for us, the third generation of quantum scientists, to give quantum mechanics the reputation it deserves: that of a beautiful and simple theory that should be understood by as many people as possible. Here at the Institute for Quantum Computing, we are making great efforts to share our research and teach quantum theory to our community. Every year we host around 40 high school students from Canada and the world and teach them the basics of quantum mechanics in the Quantum Cryptography School for Young Students. IQC has also recently started a training program called Teaching Quantum Technology, aimed for teachers who are interested in introducing the ideas behind quantum mechanics and their application to technology in their classrooms. Recently, we even created a video game: Quantum Cats! This is only an example of a worldwide trend to spread our knowledge of quantum mechanics, a movement that is guided by the conviction that Bohr and Feynman were wrong: anyone can understand quantum mechanics. IMG:002-quantum-cats.jpg https://uwaterloo.ca/institute-for-quantum-computing/blog/post/anyone-can-understand-quantum-mechanics-part-1 BONUS, the game: http://quantumcats.ca/

living

10 best student cities in the world 2015

One of the best places to live in the world correlate with amount of Universities in it. Here is some top-10 list: 10. Seoul 9. Toronto 8. Montreal 7. Tokyo 6. Boston 5. Hong Kong 4. Sydney 3. London 2. Melbourne 1. Paris https://www.youtube.com/watch?v=G7OOYKhFtB8 http://www.citi.io/2015/10/27/10-best-student-cities-in-the-world-2015/

Google

new Smart Reply artificial intelligence can write e-mails for you

Smart Reply, a feature rolling out this week for Google's Inbox email app, can automatically read incoming emails and suggest appropriate responses. Smart Reply uses machine learning to judge the gist of an email and compose several different reply options. http://m.csmonitor.com/Technology/2015/1103/Google-s-new-Smart-Reply-artificial-intelligence-can-write-e-mails-for-you

minds

as quantum: Why we think like quarks?

The fuzziness and weird logic of the way particles behave applies surprisingly well to how humans think IMG:003-qminds.jpg THE quantum world defies the rules of ordinary logic. Particles routinely occupy two or more places at the same time and don’t even have well-defined properties until they are measured. It’s all strange, yet true – quantum theory is the most accurate scientific theory ever tested and its mathematics is perfectly suited to the weirdness of the atomic world. Yet that mathematics actually stands on its own, quite independent of the theory. Indeed, much of it was invented well before quantum theory even existed, notably by German mathematician David Hilbert. Now, it’s beginning to look as if it might apply to a lot more than just quantum physics, and quite possibly even to the way people think. Human thinking, as many of us know, often fails to respect the principles of classical logic. We make systematic errors when reasoning with probabilities, for example. Physicist Diederik Aerts of the Free University of Brussels, Belgium, has shown that these errors actually make sense within a wider logic based on quantum mathematics. The same logic also seems to fit naturally with how people link concepts together, often on the basis of loose associations and blurred boundaries. That means search algorithms based on quantum logic could uncover meanings in masses of text more efficiently than classical algorithms https://www.newscientist.com/article/mg21128285-900-quantum-minds-why-we-think-like-quarks

co2

issue and how to solve?

Soon: Artificial trees will save our atmosphere from CO2 emission The scientists came to the conclusion that they can put the climate global warming on hold on position with artificial trees and their job will be to consume the CO2 out from the atmosphere. Yes of course this is possible! The scientists developed a new technology of material that can extract CO2 from the atmosphere and to condense into fibers. That kind of fiber also can be used in electronics, cars, buildings, clothing and other manufactured products. They said that artificial trees will return our atmospheric CO2 to pre industrial decade. IMG:004-co2-trees.jpg http://www.technologyscienceworld.com/soon-artificial-trees-will-save-our-atmosphere-from-co2-emission/

sim

Researchers Create Better Algorithm for Simulating Particles in Fermi Sea

A North Carolina State University physicist and his German colleagues have created a new, more precise algorithm for simulating particle interactions when a single impurity is introduced into a Fermi sea. The algorithm shows that when these particles interact, the transition from quasiparticle to bound molecule in a polarized two-dimensional system is smooth. The new method may have implications for understanding the behavior of impurities in a variety of systems. The Fermi sea describes a collection of weakly interacting identical fermions such as electrons that have been cooled to a very low temperature. No two fermions within the sea have exactly the same quantum state. The ground state of the Fermi sea in this pure form is well understood. However, what happens when an impurity – such as a particle with a different spin – is introduced? How does that one particle affect the system as a whole? http://www.deepstuff.org/researchers-create-better-algorithm-for-simulating-particles-in-fermi-sea/#jbqQ3tUrgH2PPotL.99

spendings

Hidden Reasons People Spend Too Much

You can get all the basics right and yet still break your budget. Researchers are beginning to discover why “The lesson here is to be a little bit thoughtful about your spending, where the money is coming from and the costs associated with that, rather than taking a rule given to you and using it for everything,” she says. Stop spending to reward yourself Many people go awry in their spending because of the way they view willpower—and what they feel they deserve for using it. Studies have found that some people imagine willpower as something that is a limited resource and is fairly easily depleted, while others see it as something abundant that doesn’t run out. That leads to very different behavior in times of stress. People who think willpower is limited think they deserve to reward themselves for showing some willpower, while people who think it’s unlimited think no reward is needed or deserved. Mind your mood when spending Other research has begun to explore the tangled relationship between moods and money habits. When people are sad, their habits are worse. When they are happy, their habits are better. Even if money can’t buy happiness, it seems that happiness can buy money. Don’t let your home equity tempt you Finally, people display a blind spot when it comes to their homes. Many people spend more when the value of their assets—particularly their property—goes up, even though in reality those assets often won’t add to their spending power in the future. In fact, for each $1 increase in the market value of a home, certain households increased their consumption by six cents to 18 cents, according to a 2013 study in the Review of Economics and Statistics. In general, Mr. Cooper says that people need to think about their homes not as an investment, not even as a regular financial asset, but as a place to live. What’s more, people shouldn’t think about a home as a tool for borrowing more money. “If you max out your home-equity line of credit and then housing prices change, chances are you will find yourself financially constrained,” he says. http://www.wsj.com/articles/the-hidden-reasons-people-spend-too-much-1446433200

isomorphism

A Big Result On Graph Isomorphism

Jumping GI down from the nearly-exponential neighborhood to the nearly-polynomial one IMG:005-babai.jpg László Babai is one of the world experts on complexity theory, especially related to groups and graphs. He also recently won the 2015 ACM Knuth Prize, for which we congratulate him. Today we wish to discuss a new result that he has announced that will place graph isomorphism almost in polynomial time. https://rjlipton.wordpress.com/2015/11/04/a-big-result-on-graph-isomorphism/

history

why you could stop learning it right now

Everything You Know Is Wrong: The Boston Tea Party IMG:006-tea-party.jpg What people call history is really myth. History is a tale told by bloody conquerors, failed novelists, and small town football coaches earning their keep in public schools. It’s a system of power. He who controls the past controls the future. He who controls the present controls the past. Court historians regard the myth as sacrosanct. They never question its veracity and are quick to deride anyone who voices doubt. Americans spend their school years struggling to memorize names and dates. In the decades afterward, they take pride in the scattering of facts they manage to retain. So, of course, they get pretty upset when you show them most of those precious facts were lies. But for those with an open mind, those last few willing to question anything and anyone, discovering the truth is exhilarating. Truth is what we’re after. We’ll chase it down whether it sets us free as Jesus said it would, or destroys us like Oedipus. In each installment of Everything You Know Is Wrong, I examine unquestioned facts—historic, scientific, social, and religious—to reveal the truth beneath the myth. http://maxmcnabb.com/2015/10/everything-you-know-is-wrong-the-boston-tea-party/

agile

part IV: life cylces

In the current vernacular we no longer speak about development life-cycles but instead about Agile and its variants. And if one were to review the documents promoting Agile and the components that make up what appears to be it’s framework it could be found that Agile is nothing more than a variant on existing life-cycles as defined by software engineering practitioners. Steven McConnell of Construx Software is aware of this since he wrote the book on standardised software engineering practices. And though he propose the use of Agile techniques his interpretation of these techniques are well founded upon long standing software engineering principles. IMG:007-agile-cycles.png https://jaxenter.com/common-sense-software-engineering-part-iv-life-cycles-and-agile-121889.html

telephathy

OK it's possible

IMG:008-telepathy.jpg http://iheartintelligence.com/2015/10/29/telepathy-is-possible/

refactoring

Visualizing Refactors, Rewrites, and Software Evolution

The Healthy Codebase IMG:009-healthy.png The Suffering Codebase IMG:010-suffering.png The Dead Codebase IMG:011-dead.png http://coderlifestyle.com/visualizing-refactors-rewrites-and-software-evolution/

energy

yet another stellarator

Germany is about to start up a monster machine that could revolutionise the way we use energy For more than 60 years, scientists have dreamed of a clean, inexhaustible energy source in the form of nuclear fusion. And they’re still dreaming. But thanks to the efforts of the Max Planck Institute for Plasma Physics, experts hope that might soon change. Last year, after 1.1 million construction hours, the Institute completed the world’s largest nuclear fusion machine of its kind, called a stellarator. They call it this 52-foot wide machine the W7-X. And following more than a year of tests, engineers are finally ready to fire up the $US1.1 billion machine for the first time, and it could happen before the end of this month, "Science" reported. IMG:012-stellator.jpg http://www.businessinsider.com.au/germany-is-turning-on-its-monster-stellarator-2015-10

teleport

to San-Francisco

https://www.youtube.com/watch?v=Xvca1z9pSzE https://www.youtube.com/watch?v=IMPHPac8vuw

sleeping

Matters - Ultimate Sleep Recipe

This simple, two-ingredient recipe is your key to getting a great night’s sleep. It will help your body relax and regroup from the day, and prepare itself for the next morning. All you need is: 5 teaspoons of organic raw honey 1 teaspoon of pink Himalayan sea salt Mix these two ingredients together and store it in a glass jar. http://www.thesimpletruth.in/blog/health/mix-two-ingredients-before-bed-and-never-wake-up-tired-again/

rules

Just Brain Rules for Presenters

We know that it takes you about 10 minutes to lose an audience if you’re just giving a normal talk. So at the nine-minute-and-59-second mark, you have to do something fairly radical. In fact, you should do it within 30 seconds of your first words, but certainly at nine minutes and 59 seconds. And here is where we can get into some brain science. It’s pretty simple. When a piece of information comes into the brain, your brain immediately interrogates it with six questions right off the bat. And you can see the Darwinian roots of the brain’s processing features really clearly here. The first question it will ask is, will it eat me? You’re going to make an assessment of threat; that’s a survival mechanism. The second question is, can I eat it? Question number three is, can I have sex with it? And it’s actually not even sex per se. It’s, is there reproductive opportunity? Question number four is, can it have sex with me? Questions number five and six to me are professionally the most interesting, because there’s no a priori for them. It just shows you something about how the brain learns: Have I seen it before? Or, have I never seen it before? The reason why is, the brain is an unbelievably gifted pattern matcher, and it’s looking for patterns that it’s seen. ... http://brainrules.blogspot.com/2015/10/brain-rules-for-presenters_28.html?m=1

clenaup

list to follow

In candidates for home junk are: 1. Leftover wrapping paper 2. Business cards from people you don’t need for anything 3. Old tickets 4. Socks with holes in them 5. Receipts you don’t need 6. Old t-shirts 7. Dried flowers 8. Old CDs you’re never going to listen to 9. Overstretched hair ties and hair bands 10. Old magazines 11. Shoes that don’t fit or you don’t wear 12. Small knickknacks and trinkets which have no purpose whatsoever 13. Cooking utensils — old and new — which you don’t use 14. Worn-out underwear 15. Beauty accessories you don’t need 16. Earrings where you’ve lost one out the pair 17. Scarves which you never wear 18. Items of clothing that are too small for you 19. Gift’s you don’t like 20. Old towels 21. Old make-up 22. Old clothes hangers 23. Expired cooking sauces 24. Toys for your pets which they don’t play with 25. Out-of-date medicine 26. Dried-up nail polish 27. Expired coupons 28. Old paperwork 29. DVDs you don’t watch 30. Pet food your pets don’t eat 31. Old toiletries 32. Damaged clothing that cannot be mended 33. Stained clothing you cannot clean 34. Your old prom dress 35. Scratched non-stick cookware 36. Old underwear or swimwear 37. Outdated or broken electronics products 38. Rusty costume jewellery. 39. Stockings or tights with ladders 40. Pens that don’t work 41. Necklaces and bracelets with broken clasps 42. Cables and wires you don’t use 43. Worn-out bed linen 44. Empty bottles of cleaning products 45. Spare rivets and buttons for clothing you don’t have any more 46. Worn-out bath mats 47. Purses you don’t use 48. Tableware, plates and glasses left over from full sets you don’t have anymore 49. Old pillows 50. Worn-out shoes 51. Old wedding invitations 52. That old tea or coffee set. 53. Spare furniture parts you don’t need 54. Furniture manuals 55. Boxes — you don’t them, really! 56. Vases you never use 57. Old letters with no sentimental value 58. Tourist brochures 59. Bobby pins you don’t like 60. Old crayons or markers that have ran out of ink 61. Containers missing their lids 62. Unused stationary, stickers and sticky notes 63. Ripped jeans 64. Old or broken phone cases 65. Old, unused phone or other electronic chargers 66. Old spices 67. Worn-out bath sponges 68. Ribbons and bows for gift wrap 69. Postcards or gifts from ex-partners or colleagues 70. Frequent shopper cards from shops you never go to 71. Empty matchboxes — they have no use whatseover! 72. Old bags 73. Old calenders 74. Old files 75. Silly magnets 76. Outdated clothes 77. Broken Christmas decorations 78. Fairy lights that don’t work 79. Frayed towels 80. Expired food 81. USB cables and other computer accessories you never use 82. Old and outdated software 83. Floppy disks 84. Old cell phones 85. Old shoes you haven’t worn in two years 86. Promotional T-shirts you never wear 87. Old cereals 88. Old bank statements 89. Old utilities bills 90. (Also:) Delete email subscriptions from websites you don’t need 91. Delete emails you don’t need 92. Delete unwanted music from your mobile phone and computer 93. Spare buttons that come with newly purchased clothes 94. Games with missing pieces or cards 95. Old textbooks you will never use again 96. Delete reserve copies of the documents you no longer need 97. Books you have read and don’t want to read again 98. That old house telephone you never use 99. Old manuals for electric appliances you no longer have 100. Mobile phone accessories you don’t use anymore http://brightside.me/article/100-things-you-should-get-rid-of-as-fast-as-possible-38155/