wwows.com
About the Author
http://www.wwows.com/about.html
Order now on Amazon. Prior to founding OSAM, Jim was the Director of Systematic Equity at Bear Stearns Asset Management and a Senior Managing Director of the firm. Prior to Bear Stearns, he was the CEO and Chairman of O’Shaughnessy Capital Management (Netfolio). Long recognized as one of America's leading financial experts and a pioneer in quantitative equity analysis, he has been called a "world beater," a "statistical guru" and a "legendary investor" by Barron's. Jim’s third book, How to Retire Rich.
kitchensinkinvestor.wordpress.com
Links to free resources | kitchensinkinvestor
https://kitchensinkinvestor.wordpress.com/links-to-free-resources
Equity research with a difference. Links to free resources. Links to “Stats make me cry”, and comment. Dividend reinvestment in hypothetical scenarios. Energy of the vacuum. IPG Photonics charts up to Q3 2015. Recreate a dividend reinvestment spreadsheet table. Return = Yield Dividend growth (Yield * Dividend growth). The approximation Return = Yield Dividend growth is nearly always close enough. The effect of valuation on long term total return. Stats tricks and traps. 2016 – U.K. companies. How to excl...
iderive.blogspot.com
New Trader (finding order in chaos): Hawkes Process & Strategies
http://iderive.blogspot.com/2009/10/hawkes-process-how-it-relates-to.html
New Trader (finding order in chaos). Journal of my development as a quantitative algo e-trader. The old style trader is gradually being replaced by automated or assisted trading. Blog will discuss algorithms, stochastic systems, statistics, machine learning / AI, comp sci, and anything else that relates or is of interest to me. Thursday, October 29, 2009. Hawkes Process and Strategies. The discrete form of the process is:. Occurrence at time t. Intra-day Stochastic Volatility Prediction. The intensity pr...
iderive.blogspot.com
New Trader (finding order in chaos): August 2009
http://iderive.blogspot.com/2009_08_01_archive.html
New Trader (finding order in chaos). Journal of my development as a quantitative algo e-trader. The old style trader is gradually being replaced by automated or assisted trading. Blog will discuss algorithms, stochastic systems, statistics, machine learning / AI, comp sci, and anything else that relates or is of interest to me. Monday, August 3, 2009. Set of rules / heuristics on top of statistical observations. Analysis of price signal. Evolving state-based model of prices. Create models using a evolved...
iderive.blogspot.com
New Trader (finding order in chaos): October 2007
http://iderive.blogspot.com/2007_10_01_archive.html
New Trader (finding order in chaos). Journal of my development as a quantitative algo e-trader. The old style trader is gradually being replaced by automated or assisted trading. Blog will discuss algorithms, stochastic systems, statistics, machine learning / AI, comp sci, and anything else that relates or is of interest to me. Wednesday, October 31, 2007. To fix this, two different approaches could be taken:. Estimate latency in hitting the depth x 2. The net affect of not handling this properly was tha...
iderive.blogspot.com
New Trader (finding order in chaos): Blog is Moving
http://iderive.blogspot.com/2009/10/blog-is-moving.html
New Trader (finding order in chaos). Journal of my development as a quantitative algo e-trader. The old style trader is gradually being replaced by automated or assisted trading. Blog will discuss algorithms, stochastic systems, statistics, machine learning / AI, comp sci, and anything else that relates or is of interest to me. Saturday, October 31, 2009. I have moved this blog to tr8dr.wordpress.com. Posted by Jonathan Shore. Subscribe to: Post Comments (Atom). Hawkes Process and Strategies.
iderive.blogspot.com
New Trader (finding order in chaos): Intraday volatility prediction and estimation
http://iderive.blogspot.com/2009/10/intraday-volatility-prediction-and.html
New Trader (finding order in chaos). Journal of my development as a quantitative algo e-trader. The old style trader is gradually being replaced by automated or assisted trading. Blog will discuss algorithms, stochastic systems, statistics, machine learning / AI, comp sci, and anything else that relates or is of interest to me. Friday, October 30, 2009. Intraday volatility prediction and estimation. With expanded processing power and general access to tick data, research has begun to focus on intra-day v...
iderive.blogspot.com
New Trader (finding order in chaos): January 2008
http://iderive.blogspot.com/2008_01_01_archive.html
New Trader (finding order in chaos). Journal of my development as a quantitative algo e-trader. The old style trader is gradually being replaced by automated or assisted trading. Blog will discuss algorithms, stochastic systems, statistics, machine learning / AI, comp sci, and anything else that relates or is of interest to me. Wednesday, January 30, 2008. KDB is a very (very! Raw database, not much more than a process or two around a a bunch of binary files, one for each timeseries per day. The interest...
iderive.blogspot.com
New Trader (finding order in chaos): Momentum strong indicator in daily returns
http://iderive.blogspot.com/2009/09/momentum-strong-indicator-in-daily.html
New Trader (finding order in chaos). Journal of my development as a quantitative algo e-trader. The old style trader is gradually being replaced by automated or assisted trading. Blog will discuss algorithms, stochastic systems, statistics, machine learning / AI, comp sci, and anything else that relates or is of interest to me. Thursday, September 17, 2009. Momentum strong indicator in daily returns. Sometimes the simplest ideas work best. I decided to look at a function of momentum. Beyond momentum, we ...
