Great post, thanks for sharing
Algorithm design and correctness
https://quantumfinancier.wordpress.com/2018/02/24/algorithm-design-and-correctness/#comment-841
In reply to Craig Carr. Agreed! I never encountered the null object pattern before, b...
https://quantumfinancier.wordpress.com/2018/02/24/algorithm-design-and-correctness/#comment-840
The other good thing about the FSM pattern is that if you see unexpected behavior live, it's easy and safe to make the fix without unexpected side effects. I have also found the strategy and null...
https://quantumfinancier.wordpress.com/2018/02/24/algorithm-design-and-correctness/#comment-839
In reply to Michael Astor. You make good points, I agree with your premise but I disag...
https://quantumfinancier.wordpress.com/2017/12/23/machine-learning-is-for-closers/#comment-838
Markets are highly non-stationary and the relationships among features ( aka factors) and corresponding returns change frequently, severely limiting the amount of suitable historical data availab...
https://quantumfinancier.wordpress.com/2017/12/23/machine-learning-is-for-closers/#comment-837
Machine learning is for closers
https://quantumfinancier.wordpress.com/2017/12/23/machine-learning-is-for-closers/#comment-836
In reply to Gosu. Thanks for commenting Gosu. I should have been more clear i alway...
https://quantumfinancier.wordpress.com/2016/01/10/give-me-good-data-or-give-me-death/#comment-833
In store the data in original source format - whatever the broker/vendor gave me (csv, binary, json, ...) Then I import it in my own formats (gzipped msgpack/json/numpy/custom) depending on need....
https://quantumfinancier.wordpress.com/2016/01/10/give-me-good-data-or-give-me-death/#comment-832
In reply to Tbe Ab. Hi Sam, Thanks for commenting. You pose an interesting questio...
https://quantumfinancier.wordpress.com/2015/03/23/99-problems-but-a-backtest-aint-one/#comment-831