Vincent LimFactor decomposition of equities“What’s happening to my stock?” is a question we often ask, especially when confronted with the feared ‘factor rotation’ which has the…Aug 22, 20231Aug 22, 20231
Vincent LiminPython in Plain EnglishPredicting 10-year yields following a FOMC statement releaseAug 7, 2023Aug 7, 2023
Vincent LimNever again lose track of news flow when trading; LLMs and vector storesWhen I worked as a full-time investment analyst, one of the most time-consuming tasks was keeping track of news flow in the sectors my team…Jul 13, 2023Jul 13, 2023
Vincent LimNLP meets FOMC: Deciphering Sentiments in Financial Market Communications — Part 1 of 3What do the 1st of February, 22nd of March, 3rd of May, and 14th of June of 2023 all share? Regardless of their specific focus within…Jul 9, 2023Jul 9, 2023
Vincent LimWhat are the CTAs doing?Commodity Trading Advisors (CTAs) are often portrayed as the bogeyman in public financial markets. Their rule-based, systematic trading…Jul 6, 2023Jul 6, 2023
Vincent LimWeb scraping and GPT parsing: A step-by-step guideThe comprehension abilities of GPT have eliminated the need for complicated regular expressions and the process of finding the right HTML…Jul 5, 2023Jul 5, 2023
Vincent LimAlgorithmic MACD signal with divergence warning flagThe Moving Average Convergence Divergence is a popular and versatile trading indicator created by Gerald Appel in the late 1970s. In this…Jul 3, 20232Jul 3, 20232
Vincent LiminPython in Plain EnglishCombining multiple technical indicators and features engineering with an ensemble classifierIn this article, we will demonstrate how to use a machine learning classifier to merge several financial technical indicators along with…Jul 1, 20232Jul 1, 20232