Patrick David – Medium

Feb 19, 2019

Build a BitCoin(tegration) Backtester

Learn the statistical technique of Cointegration and build your own crypto backtester to create and test a quantitative trading strategy. — This tutorial is in 2 parts — (you can run the backtester as a separate standalone module) : Learn the Statistical technique of Cointegration. Build a Bitcoin Backtesting engine using Python to analyze the performance of a Cointegration based trading strategy.

Machine Learning

26 min read

Oct 19, 2018

Stocks, Significance Testing & p-Hacking: How volatile is volatile?

October is historically the most volatile month for stocks, but is this a persistent signal or just noise in the data? — Stocks, Significance Testing & p-Hacking. Over the past 32 years, October has been the most volatile month on average for the S&P500 and December the least, in this article we will use simulation to assess the statistical significance of this observation and to what extent this observation could occur by…

Data Science

13 min read

Stocks, Significance Testing & p-Hacking: How volatile is volatile?

Jun 7, 2018

All the Backpropagation derivatives

So you’ve completed Andrew Ng’s Deep Learning course on Coursera, You know that ForwardProp looks like this:

Machine Learning

11 min read