Author Archives: admin

Rolling your own

In the previous post I discussed my attempts at replicating a trend following algorithm. This post takes a short step back to discuss a prerequisite of running a futures trading strategy, joining the individual series together to create a continuous … Continue reading

Posted in Finance, R | Leave a comment

Still trending

In a previous post I described my attempts to replicate the trend-following algorithm from the book Following the Trend by Andreas Clenow.  This post gives an update on my somewhat chequered progress since then. Introduction As a quick re-cap, trend-following is … Continue reading

Posted in Finance, R | Leave a comment

A look at MOOCs

I’ve followed a few online courses, or MOOCs, recently and I thought I’d give a quick summary of my experiences. Overview For the uninitiated, MOOCs are Massive Open Online Courses.  As the name suggests they are courses made available openly over … Continue reading

Posted in Data science, Finance, Machine learning, Python | Leave a comment

Jet d’Eau or no

This is a quick demonstration of how the Visual Recognition service on the IBM Watson developer cloud can be used to identify Geneva’s most famous landmark, the Jet d’Eau. Introduction Today I attended a Swiss Financial Technology meet-up, part of the … Continue reading

Posted in Machine learning | 1 Comment

Python server, JQuery client, using AJAX and WebSockets

I’m looking at developing a hobby project of a very simple multi-user game.  I’ve no interest at all in computer games, if the project progresses at all I’ll explain the motivation in a later post.  However in thinking about how to … Continue reading

Posted in Python, Web | Leave a comment