Submitted by Richard on Sun, 05/10/2015 - 11:47
Quantopian’s zipline - a Pythonic Algorithmic Trading Library – is a powerful platform for creating automated trading algorithms. Algorithms almost always have tuning parameters that control the entry or exit rules for trades.
As an example, a trading algorithm using Bollinger Bands (referred to as BBANDS) has three free parameters. The first is an integer time period for the look-back. The other two are floating point numbers for the “up” and “down” deviation for the trading signal. To optimize such an algorithm using a grid scan to explore all combinations is an immense task.
Currently, neither Quantopian nor zipline offer a built in method of optimizing tuning parameters.
Quantopian’s blog entry on this problem listed a few alternatives, one of which is the Spearmint Bayesian Optimizer open source tool kit. The results to me were very impressive.
Read more to see how I did it
Submitted by Richard on Sat, 01/10/2015 - 09:42
Submitted by Richard on Sat, 09/13/2014 - 10:35
Daily Fantasy player Condia – who some suspect is a Full Time Player – is back on the Fanduel Leaderboard after 2014 NFL season week 1 at position 62 with 262 wins.
While I didn’t see him in the few games I played, it is fun to speculate on the work and return needed to Go Pro if indeed he (or she) is doing this and what kind of cash flow was generated in week one.
Click to read more ...
Submitted by Richard on Mon, 05/05/2014 - 09:34
We had an older John Deere tractor in the shop recently with what could only be described as a major fuel leak when running. Idling the tractor in a fixed location resulted in a pool of fuel forming underneath in a short time. Shutting off the tractor stopped the leak so clearly this fuel was being pushed out under pressure.
Read More to see how it failed...
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