A step-by-step guide to test alpha performance of a quant algorithmic trading model

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  1. Calculate factor values and risk model
  2. Optimise the holdings to maximise the returns while minimise the risks and transaction costs
  3. Calculate metrics
  4. Move to the next trading day and repeat from step 1


Machine Learning to combine multiple alpha factors for quant trading

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Features

In Section 3 of the previous post, I used the following three factors…


Getting Started

A quick guide to build a practical NLP model from simple classifiers to deep neural networks

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1. scikit-learn (e.g. for Tfidf)

When…


A step-by-step guide to perform Alpha Research in python

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Hands-on Tutorials

A guide to analyse policymakers’ conversations by deep neural network

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Introduction

This blog describes how I analysed central bank policy by means of NLP techniques in a past project. The source code is available in github repo.

Business Context

FOMC has eight regular meetings to determine the monetary policy. At each meeting, it publishes press conference minutes, statements as well as scripts in the website. In addition to this regular meetings, the members’ speeches and testimonies are also scripted on the website.


Can the state-of-the-art NLP model predict stock traders sentiment better than RNN?

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How much the latest NLP models outperform traditional models — From Lexicon approach to BERT for a sentiment analysis task on financial texts

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Traffic Light Detection for a self-driving car — a step-by-step guide how to apply Tensorflow Object Detection API


Traffic Light Detection for a Self-driving Car — a step-by-step guide on how to apply Tensorflow Object Detection API


Stack Overflow Developer Survey in 2019

Introduction

Stack Overflow publishes annual developer survey result. The survey data covers 64,000 reviews from 213 countries and territories. The survey aims to understand multiple aspects of jobs related to software development and data analytics. There were more than 150 questions as a part of the survey.

1. Clean up extraordinary data

For any data science project, the data need to be cleaned first. …

Yuki Takahashi

A product manager in London. Github — https://github.com/yuki678

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