On Day 15 we adjusted our model to use more recent data to forecast the 12-week look forward return. As before, we used that forecast to generate a trading signal that tells us to go long the SPY if the forecast is positive, and exit (or short for t...

On Day 14 we showed how the trading model we built was snooping and provided one way to correct it. Essentially, we ensure the time in which we actually have the target variable data aligns with when the trading signals are produced. We then used th...

A scatterplot is a chart that displays the relationship between two variables by plotting data points along the X and Y axes, with each point representing a unique pair of values. By conditionally formatting points based on their category, we can reveal patterns, clusters, or outliers, making it easier to ...

K-Nearest Neighbours algorithm doesn’t deal very well with high-dimensional data and complex decision boundaries. Data points’ meaningful relationships often escape traditional distance metrics, which results in suboptimal classification. KNN with RBF metric solves these limitations by changing the feature space into a better format for similarity calculations. Our readers ...

Guess what? The model we built in our last post actually suffers from snooping. We did this deliberately to show how easy it is to get mixed up when translating forecasting models into trading signals. Let’s explain. Our momentum model uses a 12-wee...

We’re thrilled to announce the release of Tapyr 0.2, a major update that incorporates valuable feedback from the Shiny for Python developer community. Learn how Tapyr enhances Shiny for Python in our Open Source Spotlight. See how it simplifies deployment for Shiny apps. This version focuses on improving the developer ...

The bootstrap chain ladder is a statistical technique used in actuarial reserving to project future claim liabilities based on historical data. It builds upon the chain ladder method, but the chain ladder method by itself does not provide a meas...

The bootstrap chain ladder is a statistical technique used in actuarial reserving to project future claim liabilities based on historical data. It builds upon the chain ladder method, but the chain ladder method by itself does not provide a meas...

Unlucky 13! Or contrarian indicator? There’s really nothing so heartwarming as magical thinking. Whatever the case, on Day 12 we iterated through the 320 different model and train step iterations to settle on 10 potential candidates. Today, we look ...

Patent research just needs careful attention to detail and systematic documentation. Researchers, patent attorneys, and IP professionals now find webpage annotations crucial to quickly extract, analyze, and share critical information. Knowing how to mark up, highlight, and comment on patent documents directly boosts research accuracy and makes the analysis process ...