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FAQ & Projects

October 16, 2010

First of all, apologies for the lack of posts the past weeks. I have several things in the works a slightly less time to produce posts with midterms and all. For now, I thought I would answer some frequently asked questions I get by e-mail. And let you know some things I have in the works for the blog.

My setup
Some of you may know, I use R for must of my analysis and research, though I do use excel from time to time. I also use Python for some application: trading in particular. When the porting to python 3.x is at a more advaced stage, you can expect some of the research here to be in python (though I am by no means getting rid of R!).

My data sources
I mostly use free data from Yahoo! or Pi Trading. If the analysis requires more specific data I tend to use Bloomberg professional or Thomson Reuters’ Datastream.

In the works at Quantum Financier
In the short term, I want to focus on new things coming for the blog. From the start most of what I have been doing is taking ideas published elsewhere and taking another look at them, or also introduction posts to different tools and techniques one can used in their own analysis. I want to slightly diverge from that and focus more on bringing new things on the table. I won’t stop what I was doing before, but I will put more emphasis on new approaches. Hopefully this will appeal to a broader audience and also make the blog a more valuable resource for the readers.

On the medium term, I plan to start tracking a couple strategies I am developing with TimerTrac and also tracking them on the blog with real-time signals if they turn out performing in-line with my expectations. I might also tweak some of the strategies already introduced to improve them and offer a similar service. This might be done on a separate page on the blog, or also on the whole twitter thing which I am still not a part of; whichever is more convenient!

That’s it for now, but expect a post soon on the random forest: a machine learning algorithm that hasn’t been discussed too much around the blogosphere that is part of a strategy I currently have in the works as part of one of my medium term projects.

QF

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