Playing with averages

November 22, 2019 | 0 Comments

In a previous post we compared the results from employing a 200-day moving average tactical allocation strategy to a simple buy-and-hold investment in the S&P500. Over the total period, the 200-day produced a higher cumulative return as well as ...
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New Introduction to the data_algebra

October 31, 2019 | 0 Comments

We’ve had really good progress in bringing the Python data_algebra to feature parity with R rquery. In fact we are able to reproduced the New Introduction to rquery article as a “New Introduction to the data_algebra” here. The idea is: you may have good reasons to want ... [...Read more...]

Job: Junior Systems Administrator (with a focus on R/Python)

October 17, 2019 | 0 Comments

Jumping Rivers is a data science consultancy company focused on R and Python. We work across industries and throughout the world. We offer a mixture of training, modelling, and infrastructure support. Jumping Rivers is an RStudio Full Service Certified Partner. This role is suitable for anyone interested in deploying (Linux-based) ... [...Read more...]

AI for Engineers

October 9, 2019 | 0 Comments

For the last year we (Nina Zumel, and myself: John Mount) have had the honor of teaching the AI200 portion of LinkedIn’s AI Academy. John Mount at the LinkedIn campus Nina Zumel designed most of the material, and John Mount has been delivering it and bringing her feedback. We’...
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Calling covered data

October 8, 2019 | 0 Comments

In our last post on covered calls we introduced the CBOE’s buy-write index (or BXM), whose underlying is the S&P500 index. We looked at some of the historical data, made a few comparisons between the index and the S&P, and noted that there was a report that ...
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vtreat Cross Validation

October 6, 2019 | 0 Comments

Nina Zumel finished new documentation on how vtreat‘s cross validation works, which I want to share here. vtreat is a system that makes data preparation for machine learning a “one-liner” (available in R or available in Python). We have a set of starting off points here. These documents describe ... [...Read more...]
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