Author Archives: quantsignals

Celebrating PI Day with String Art and D3

This week local artisians have been busy with string art projects to celebrate 3/14/2018, which was an inspiration to create a string art maker application that would help to explore shapes and allow to generate design templates. String art is … Continue reading

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Fun with R and graphs on the dawn of 2014

There is some secret message hidden in this graph Let’s decode it Resulting in Wishing everyone a Happy New Year 2014, cheers!

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Portfolio Trading

In finance and investing the term portfolio refers to the collection of assets one owns. Compared to just holding a single asset at a time a portfolio has a number of potential benefits. A universe of asset holdings within the … Continue reading

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Portfolio Selection and Optimization

Let’s look at the task of selecting a portfolio of stocks that optimize a particular measure of performance. In the structured product setting one might want to compose a portfolio to be used as a reference index for a derivative, with … Continue reading

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Picturing Trees

  In this post I like to illustrate the R package “ape” for phylogenetic trees for the purpose of assembling trees. The function read.tree creates a tree from a text description. For example the following code creates and displays two … Continue reading

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machine learning

A quick post about online educational resources on machine learning. Perhaps its a sign of increasing popularity of the field that there are now several courses on machine learning accessible online and for free. 

There is 

 

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Learning Kernels SVM

Machine Learning and Kernels A common application of machine learning (ML) is the learning and classification of a set of raw data features by a ML algorithm or technique. In this context a ML kernel acts to the ML algorithm … Continue reading

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