Daring to quantify the markets |

Artificial Intelligence

A new way to train neural networks: the Forward-Forward algorithm

27/07/2023

Artificial Intelligence

Financial Machine Learning pitfalls: it’s levioosa, not leviosaa

19/04/2023

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Risk contribution in portfolio management

08/03/2023

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On the origins of Bayesian statistics

23/02/2023

Asset Management

Sell in May and go away… Just won’t go away

12/10/2022

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From theory to practice: Challenging the market using MPT-based investment strategy

22/06/2022

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Optimization problems with non-continuous restrictions

15/06/2022

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Hierarchical clustering: explanation and classification

25/05/2022

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Transformers: is attention all we need in finance? Part II

06/04/2022

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Mutual Fund Returns vs Investor Returns

31/03/2022

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TF-IDF: summarising news with python

02/03/2022

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Self-organizing maps for clustering

15/12/2021

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Will the Fed ruin my S&P500 investments?

27/10/2021

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Implementing a RNN with numpy

30/06/2021

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Improving crypto investing with Reinforcement Learning

23/06/2021

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Automating cryptocurrencies investment

16/06/2021

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What is Mutual Information?

31/03/2021

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4 simple ways to label financial data for Machine Learning

17/03/2021

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Improving time series animations in matplotlib (from 2D to 3D)

03/02/2021

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Reinforcement Learning for Trading

16/12/2020

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Deflated Sharpe Ratio (how to avoid been fooled by randomness)

05/11/2020

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Clustering S&P500 using Fully Convolutional Autoencoders

14/10/2020

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Introduction to NLP: Sentiment analysis and Wordclouds

29/07/2020

Artificial Intelligence

The secret sauce that makes Deep Learning frameworks so powerful

22/07/2020

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Probabilistic Sharpe Ratio

20/05/2020

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Understanding Neural Networks (with Graphs)

29/04/2020

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Create your own Deep Learning framework using Numpy

26/02/2020

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Have you tried to calculate derivatives using TensorFlow 2?

13/02/2020

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Autoencoder based outlier detection in FOREX

15/01/2020

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Dimensionality reduction method through autoencoders

11/12/2019

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Mitigating overfitting on Trading Strategies

04/12/2019

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Awesome data visualizations

06/11/2019

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Encoding financial texts into dense representations

11/09/2019

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Outliers detection with autoencoder, a neural network

10/07/2019

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Generating Financial Series with Generative Adversarial Networks Part 2

24/06/2019

All

How to create calendars (in finance)

22/05/2019

All

Learning to Rank with TensorFlow

10/04/2019

Artificial Intelligence

Ranking Quality

13/03/2019

All

Group Funds with the Sun

05/12/2018

All

Deep Reinforcement Trading

28/11/2018

Artificial Intelligence

Estimating the probability of something that never happened

21/11/2018

All

Volcano escape with Gradient Descent

07/11/2018

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Scaling/ normalisation/ standardisation: a pervasive question

18/10/2018

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Erratic correlation: an illustration through Chord diagrams

03/10/2018

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Value at Risk or Expected Shortfall

26/09/2018

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Practical TDD and numerical precision

20/09/2018

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Evening class imbalance before the war

12/09/2018

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Backtesting algorithms… with Python!

06/09/2018

All

Hierarchical Risk Parity

11/07/2018

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Bootstrapping time series data

28/06/2018

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Python performance: a comparison

18/04/2018

Artificial Intelligence

Isolation forest: the art of cutting off from the world

04/04/2018

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Demystifying the Hurst exponent

14/03/2018

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The Kelly criterion

14/02/2018

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When distance is the issue

24/01/2018

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Forecasting S&P 500 using Machine Learning

20/12/2017

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Hierarchical clustering of Exchange-Traded Funds

13/12/2017

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Risk Parity in Python

08/11/2017

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World connections using financial indexes

11/10/2017

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Calculate monthly returns…with Pandas

27/09/2017

All

How to… use bootstrapping in portfolio management

29/03/2017

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Learning with kernels: an introductory approach

28/09/2016

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Euro Stoxx Strategy with Machine Learning

15/07/2016

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Autoregressive model in S&P 500 and Euro Stoxx 50

31/03/2016

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Prices convolution, a practical approach

17/06/2015