data mining


  • Chapter 06 – Stupid Data Miner Tricks
  • To Err Is Human. To Really Screw Up, You Need a Computer. — Popular Campus T-shirt, circa 1980 Stupid Data Miner Tricks in Quantitative Finance This chapter started out over 10 years ago as a set of joke slides showing silly, spurious correlations. Originally, my quantitative equity research group planned on deliberately abusing the genetic […]

  • Contents of “Nerds on Wall Street”
  • Foreword by Ted Aronson Part 1 – Wired Markets Chapter 1: An Illustrated History of Wired Markets Chapter 2: Greatest Hits of Computation in Finance Chapter 3: Algorithm Wars Part 2 – Alpha as Life Chapter 4: Where Does Alpha Come From? Chapter 5: A Gentle Introduction to Computerized Investing Chapter 6: Stupid Data Miner […]