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 algorithm (see Chapter [...]

  • 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 Tricks
    Part 3 – Artificial Intelligence and Intelligence Amplification
    Chapter [...]