Posts by Rand Low

2020-Feb-26What is consensus?
2020-Feb-17What is the scalability trilemma?
2020-Feb-15What are smart contracts?
2020-Feb-14What's the difference between coins and tokens?
2019-May-15Informed trading and market microstructure
2019-May-07Dai Stablecoin
2019-Mar-16Overview of backtrader (Intermediate)
2019-Mar-13Optimizing parameters of the trading strategy
2019-Mar-12Adding indicators to your trading strategy
2019-Mar-11Customizing the trading strategy
2019-Mar-10Introduction to automated trading with backtrader
2019-Mar-05Comparing Python platforms for automated trading.
2019-Mar-04Model validation for logistic regression models
2019-Mar-01Basel Market Risk notes
2019-Mar-01Model validation for classification trees
2019-Mar-01Model validation for linear regression models
2019-Mar-01Model validation for time series regression models
2019-Mar-01Why should we do our own automated trading?
2019-Feb-12Hybrid machine learning solution with Google Colab
2019-Feb-09How many neurons and layers for a multilayer perceptron (MLP)?
2019-Jan-30Bayes' theorem
2019-Jan-30Cluster analysis
2019-Jan-30kNN vs k-Means
2019-Jan-22Kaggle: Credit risk (Model: Gradient Boosting Machine - LightGBM)
2019-Jan-20Kaggle: Credit risk (Model: Random Forest)
2019-Jan-18Kaggle: Credit risk (Model: Decision Tree)
2019-Jan-16Kaggle: Credit risk (Model: Support Vector Machines)
2019-Jan-15Kaggle: Credit risk (Model: Logit)
2019-Jan-14Kaggle: Credit risk (Feature Engineering: Automated)
2019-Jan-14Kaggle: Credit risk (Feature Engineering: Part 3)
2019-Jan-13Kaggle: Credit risk (Feature Engineering: Part 2)
2019-Jan-12Kaggle: Credit risk (Feature Engineering: Part 1)
2019-Jan-10Kaggle: Credit risk (Exploratory Data Analysis)
2019-Jan-09Machine learning model peformance metrics
2019-Jan-08Adaptive Boosting vs Gradient Boosting
2019-Jan-05Bag of words with gensim
2019-Jan-05Bagging vs Boosting
2019-Jan-05Capital charge modelling for securitized products (SFA)
2019-Jan-05Estimating systemic risk on the equities market
2019-Jan-05Fitting a volatility model on indices
2019-Jan-05Named Entity Recognition (NER)
2019-Jan-05NLP Capstone
2019-Jan-05NLP: Detecting the occurence of fakenews
2019-Jan-05Polyglot
2019-Jan-05Portfolio optimization & backtesting
2019-Jan-05Regular expressions (regex)
2019-Jan-05Term Frequency - Inverse Document Frequency (tf-idf) with gensim
2019-Jan-05Tokenization
2019-Jan-05Using spaCy
2019-Jan-04Dealing with imbalanced datasets
2019-Jan-03What are decision trees and CARTs?
2019-Jan-02Cost functions, gradient descent, and gradient boost
2019-Jan-01Python tips and tricks
2018-Dec-30Fitting a volatility model on stocks
2018-Dec-30Mitigating model overfit
2018-Dec-20Creating a Nikola coding blog
2018-Dec-14Exploring the efficient frontier
2018-Dec-10Working with Kaggle datasets
2018-Dec-08Steps for building a machine learning model
2018-Dec-07My Python workflow for data science and financial research
2018-Dec-05Bag of words with nltk
2018-Dec-01Natural Language Processing (NLP)
2018-Dec-01Timeseries forecasting
2018-Dec-01Trivariate t-copula
2018-Nov-23Setting up a Chromebook for Python programming
2018-Oct-15Bitcoin: investment bubble or the future of money?
2018-Oct-08Asset pricing & factor regressions
2018-Oct-05Reading data from Ken French's website using Python
2018-Oct-01Diversifying your investment portfolio with bonds
2018-Sep-30Nikola vs Pelican vs Hugo
2018-Sep-01Creating a Pelican coding blog
2018-Aug-01Digital banking and high net worth investors
2018-Mar-01The impact of MiFID II
2015-May-28Creating a Theme
2013-Aug-27Charts
2012-Dec-15Listings Demo
2012-Jun-15A BID FOR FORTUNE OR; DR. NIKOLA'S VENDETTA
2012-Mar-30A reStructuredText Primer
2012-Mar-30Bootstrap Demo
2012-Mar-30Nikola: it generates static