Being able to handle large streams of live data is very important when considering inserting them into financial models. As I am going through my list of tasks for a general Interactive Brokers (IBKR) automated app, one of them is to try to get live data streamed tick-by-tick for my
Looking into a more complex application of Ridge Regression that shows the power of curve fitting. Bayesian regression techniques can be used to include regularization parameters (like alpha in the previous post) in the estimation procedure: the regularization parameter is not set in a hard sense but tuned to the
A visual comparison of Ordinary Least Squares (OLS) Variance & Ridge Regularization Basic Linear Regression Simplest way of trying to obtain an expected data value from previous data inputs is to assume a linear function. Take the various values of your data points, and try to minimize the distance between
Implementing a simple algorithm to learn the Interactive Broker (IBKR) API. One of the best ways for me to learn a new programming language or API, is to take very simple to understand concepts/models and implement them. The simplicity allows me to concentrate on actually learning the language, and
How far can trading only a single Forex pair get me? What is the competition all about? From the main website, the competition states: "The Duke FinTech Trading Competition is a 3-month long event in which student traders from around the world create paper trading accounts at Interactive Brokers
I started in physics and engineering. Switched to finance with a limited background. Here's how I got through the CFA Level 1. 1- Soft Launch I got curious about financial markets during my physics degree. The math was very similar to what I was originally doing in Physics.