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Glossary | Laplace Insights
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According to Wikipedia, Data science. Is the study of the generalizable extraction of knowledge from data. It builds on theories and methods from mathematics, engineering, computer science and real world experience. For example, data science applied to a business problem implies that the data scientist understands how business works in order to come up with useful models. Unsupervised learning is a machine learning task when the computer algorithm is given a data set and no labeled data to train for (unl...
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Strategies | Laplace Insights
https://laplaceinsights.wordpress.com/strategies
Please come back soon. I’m writing code at the moment to easily update the strategies on this web site! Leave a Reply Cancel reply. Enter your comment here. Fill in your details below or click an icon to log in:. Address never made public). You are commenting using your WordPress.com account. ( Log Out. You are commenting using your Twitter account. ( Log Out. You are commenting using your Facebook account. ( Log Out. You are commenting using your Google account. ( Log Out. Annualized Return or CAGR.
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Reading List | Laplace Insights
https://laplaceinsights.wordpress.com/reading-list
Investment Strategies and Systems. The Ivy Portfolio: How to Invest Like the Top Endowments and Avoid Bear Markets,. Trading Systems: A New Approach to System Development and Portfolio Optimisation,. By Urban Jaekle and Emilio Tomasini, Harriman House Ltd, 2013. This book is for serious developers of automated investment and trading systems. The authors have worked for European hedge funds and understand the risk / return equation. An excellent read for the technically minded. Machine Learning with R.
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SITE MOVED… | Laplace Insights
https://laplaceinsights.wordpress.com/2015/03/04/site-moved
March 4, 2015. I moved my blog to laplaceinsights.com. Please visit this site for more recent information. I will eventually take this site down. Annualized Return or CAGR. Leave a Reply Cancel reply. Enter your comment here. Fill in your details below or click an icon to log in:. Address never made public). You are commenting using your WordPress.com account. ( Log Out. You are commenting using your Twitter account. ( Log Out. You are commenting using your Facebook account. ( Log Out.
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Annualized Return or CAGR | Laplace Insights
https://laplaceinsights.wordpress.com/2015/01/15/annualized-return-or-cagr
Annualized Return or CAGR. January 15, 2015. The Annualized Total Return, also called the Compounded Annual Growth Rate (CAGR), provides an interesting number to describe the performance of an investment. Contrary to Annual Return. Which is a set of returns for every year in the time frame, the annualized return is a single number that represents the investment return over the entire time frame. Anything that happened between these two dates does not affect the annualized return number and,. In both case...
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Jean-Marc | Laplace Insights
https://laplaceinsights.wordpress.com/author/jeanmarcgp
All posts by Jean-Marc. Engineer and stats geek with business credentials. Specializes in business strategy customer data analysis and investment strategies. Obsessed about developing statistically robust investment strategies. Previously a technology industry executive, entrepreneur and electrical engineer. March 4, 2015. I moved my blog to laplaceinsights.com. Please visit this site for more recent information. I will eventually take this site down. Annualized Return or CAGR. January 15, 2015. Notice t...
blog.drhongtao.com
Energy Forecasting: Hong Analytics LLC
http://blog.drhongtao.com/2015/05/hong-analytics-llc.html
A blog by Dr. Tao Hong. Tuesday, May 5, 2015. I started my career as a consultant when I was pursuing my first MS degree. Then I developed my MS thesis. Advanced topics and a wide range of case studies. Have been very well received by the industry ( see what the clients are saying. Generating even more consulting business. As mentioned in why I left a great place to work - from industry to academia. To formally house my consulting practices outside the university. Check out the Classics. Page and follow ...
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Strategy Backtesting and overfitting | Laplace Insights
https://laplaceinsights.wordpress.com/2014/12/30/strategy-backtesting-and-overfitting
Strategy Backtesting and overfitting. December 30, 2014. Strategy backtesting is often used to test an investment strategy from historical stock or ETF information (usually price). The belief is that if a strategy performed well in the past, then it should continue to perform well in the future. What is Overfitting Anyway? Now, let’s say you keep trying until you eventually get 3 heads in a row. Perhaps you were lucky and you got it on the first set of 3 tosses. Maybe you had to do 8 sets o...Of course n...
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Disclaimer | Laplace Insights
https://laplaceinsights.wordpress.com/disclaimer
I Invest in Strategies on This Web Site. I don’t believe in sensational claims, and I put my money where my mouth is. So I shamelessly follow and invest my own money in the strategies I have developed and track on this web site, because I believe in the work I do. Not a Registered Investment Adviser. How Do I Get Paid? Leave a Reply Cancel reply. Enter your comment here. Fill in your details below or click an icon to log in:. Address never made public). Notify me of new comments via email. Seth Godin...