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Turing Finance | January 25, 2017

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Computational Investing Archives - Turing Finance

Computational Investing

Hacking the Random Walk Hypothesis

September 15, 2015 | | 38 Comments

Hackers would make great traders. At a meta level, hackers and traders do the same thing: they find and exploit the weaknesses of a system. The difference is that hackers hack computers, networks, and even people for various ... Read More

Computational Finance at IEEE WCCI 2014

July 27, 2014 | | 3 Comments

I recently had the awesome opportunity to present my honours research at this years IEEE World Congress for Computational Intelligence conference (IEEE-WCCI) in Beijing. My trip was sponsored by the University of Pretoria's Computational Intelligence Research Group (CIRG) so ... Read More

Regression analysis using Python

June 7, 2014 | | 16 Comments

This tutorial covers regression analysis using the Python StatsModels package with Quandl integration. For motivational purposes, here is what we are working towards: a regression analysis program which receives multiple data-set names from Quandl.com, automatically downloads the data, analyses it, and plots the results ... Read More

10 misconceptions about Neural Networks

May 8, 2014 | | 51 Comments

Neural networks are one of the most popular and powerful classes of machine learning algorithms. In quantitative finance neural networks are often used for time-series forecasting, constructing proprietary indicators, algorithmic trading, securities classification and credit risk modelling. They ... Read More

Simulated Annealing for Portfolio Optimization

March 15, 2014 | | One Comment

This article applies the Simulated Annealing (SA) algorithm to the portfolio optimization problem. Simulated Annealing (SA) is a generic probabilistic and meta-heuristic search algorithm which can be used to find acceptable solutions to optimization problems characterized by a large ... Read More

Portfolio Optimization Using Particle Swarm Optimization

December 22, 2013 | | 13 Comments

My research topic for this year was Currency Carry Trade Portfolio Optimization using Particle Swarm Optimization (PSO). In this article I will introduce portfolio optimization and explain why it is important. Secondly, I will demonstrate how particle swarm ... Read More

Measures of Risk-adjusted Return

September 1, 2013 | | 13 Comments

This article is a supplement to some of the topics presented in Dr. Tucker Balch's online MOOC, Computational Investing. Financial markets are complex adaptive systems which are almost always indistinguishable from random processes. That said markets do exhibit quantifiable factors such ... Read More