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Trading equities by timing the VIX with an Adaptive Mixture of Experts http://goo.gl/t257Dl Some results: http://goo.gl/LRqWW2
1 favoriteHow the Recession Reshaped the Economy, in 255 Charts http://nyti.ms/1hBAkWK pic.twitter.com/LOYrOQNdZS
51 retweets 40 favoritesHigh-tech US farm machines harvest Big Data, reap privacy worries - Reuters http://dlvr.it/5MJkS6
1 retweetScript for "The Probability of Back-Test Overfitting" via Monte Carlo http://goo.gl/peuGJv by Extreme Value Theory http://goo.gl/NJC1An
1 retweet 3 favoritesThe Probability of Back-Test Overfitting http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2326253&rec=1&srcabs=2308659&alg=1&pos=3 …
2 retweets 1 favoriteNewer, faster and bigger data is more predictive. A trading strategy that uses the Google Unemployment Index http://goo.gl/zK5KcB
A report with insights on how to trade Gold Exchange Traded Products (Gold-ETPs) http://goo.gl/7zGMe5
As Hurricane Sandy made landfall, the rate of Flickr uploads mirrored the swift drop in atmospheric pressure http://pops.ci/HF5hIK
24 retweets 9 favoritesProspect article - The market casino, FAMA and a random walk meet in this short perspective http://www.prospectmagazine.co.uk/ball/playing-the-market-casino/#.Um0JmHm9Kc0 …
1 retweet 1 favoriteReal trading results; our chart based on a Causal Singular Spectrum Analysis (CSSA): http://goo.gl/BdbPKC
Computing the Probability of Over-Fitting in the Back-Testing and Optimization of Investment Strategies: http://goo.gl/4XQ8aD
7 retweets 4 favoritesAn Open-Source Implementation of the Critical-Line Algorithm for Portfolio Optimization http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2197616 …
1 retweet 1 favoritePaper on estimating the probability that a trading strategy backtest is an over-fit #optmization #sharpe http://www.finanzaonline.com/forum/attachments/econometria-e-modelli-di-trading-operativo/1782818d1377073013-ts-amico-3-shut-up-drive-computing-probability-over-fitting-backtesting-optimization-investment-stra.pdf …
Mostly busy publishing document metadata as RDF for the clients of @Semaku and juggling with #OpenData. #LinkedData #SemanticWeb #DITA.
Dans quel monde vivrons-nous demain ? Ce supplément partenaire proposé par LeMonde.fr et IBM, vous donne les clés. #innovation #santé #environnement #ville
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