Recent Posts
Trading and Investment as a Science
Here is the synopsis of my presentation at HKSFA, September 2012. The presentation can be downloaded from here. 1. Many people lose money playing the
September 3, 2012
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Data Mining
The good quant trading models reveal the nature of the market; the bad ones are merely statistical artifacts. One most popular way to create spurious
February 12, 2012
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The Role of Technology in Quantitative Trading Research
I posted my presentation titled “The Role of Technology in Quantitative Trading Research” presented in HKU-HKUST-Stanford Conference in Quantitative Finance. Dec 9, 2011. Workshop On
October 27, 2011
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Mean Reversion vs. Trend Following
AlgoQuant 0.0.5 just got released! This release is particularly exciting because you no longer need a license to use AlgoQuant. AlgoQuantCore now disappears forever. The
August 11, 2011
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