Epidemic Math #idea #ebola
Epidemic Math Population of Liberia, Guinea and Sierra Leone is about 21,000,000 There have been 6500 Ebola cases Reachingh 0.03% of the population In poorest Africa Since March 2014 –h
Category: Ideas
A Quant’s Trading Journal #idea
A quant’s trading journal is a spreadsheet –h
What the Learners and Explorers Know #idea
What the Learners and Explorers Know It’s all metaphors and analogies –h
Old Problems New Solutions #idea
I really want to use Mathematica. But our current solutions are fast and work. We don’t need Mathematica for this problem. If we want to use Mathematica, what we need is a new problem. A problem that adds to the solution space of our current problem from a new/different perspective. We need to build a Read more about Old Problems New Solutions #idea[…]
On Testing #idea
“This, too, must be tested.” –Dr. Niederhoffer I used to think the emphasis was on ‘This’ But it’s not – it’s on ‘too’ Because one needs to test so many things so many times (think 10,000 hours of testing) that the tests and their variants flow. Almost instantly. Because on Friday at 14:50, you only have Read more about On Testing #idea[…]
5-3-1 #idea
5-3-1 I use a program called 5-3-1 in my strength training which I find remarkably effective because it drives me to improve each week. Here’s a way to use (a complete bastardization of) the 5-3-1 program to find and develop new trading edges: Week 1, Foundation Identify and test 5 new trading ideas Week 2, Read more about 5-3-1 #idea[…]
You Can’t Step Into the Same River Twice #idea
“You can’t step into the same river twice.” A flowing river constantly changes its contents: the waters in front of us move on and others replenish them. Heraclitus says the cosmos functions in the same way way: new things come into being, others die, and everything is transformed. Look around: • New laws are enacted and Read more about You Can’t Step Into the Same River Twice #idea[…]
Probability of a Backtest Overfitting #idea
This paper develops a methodology for determining if an historical backtest overfits the data. –h
The First Law #idea
“This, too, must be tested.” –Dr. Niederhoffer The First Law. The Guiding Principle. –h
Market Data Spam Filter #idea
What does market data look like after you apply a spam filter to it? –h