2014

05-05 highfrequency – R package
05-01 Quote for the day
04-29 Data Smart : Summary
04-29 Data Science Weekly – Volume 1 – April 2014
04-26 Efficient Simulation Smoother
04-24 In Praise of Walking
04-23 Quote for the day
04-17 Dynamic Linear Models with R : Summary
04-17 Bumping
04-16 Volatility understanding – Reality check
04-13 More accurate estimate == Poor classification
04-10 Unsung Hero
03-22 Practice Art
03-19 Computational Thinking
03-11 John Chambers on S
03-08 Quote for the day
03-07 Are these the signs that HFT is dying
03-07 An Introduction to Modern Bayesian Econometrics : Review
02-08 Quote for the day
02-02 How does a torrent work
02-01 The Poisson Process : the history behind it
01-26 Measure Theory for Dummies
01-25 Scams
01-25 Multivariate Statistical Analysis : Review
01-23 Causality
01-18 Occam's Window
01-18 Metropolis-Hastings Algorithm
01-17 One Security, Many Markets …
01-15 Trading Costs and Returns for US Equities
01-15 Order characteristics and stock price evolution
01-14 Explaining the Gibbs Sampler
01-14 Choosing Models
01-13 Anupama Bhagwat
01-12 Quote for the day
01-09 Raag Maru Behag
01-05 Stein’s Paradox
01-04 Detexify

2013

12-31 One Day in the Life of a Very Common Stock
12-31 Inferring Trade Direction from Intraday Data
12-30 Time and the Process of Security Price Adjustment
12-30 Books read in 2013
12-29 David & Goliath - Review
12-27 Diana Nyad
12-23 Quote for the day
12-22 Calculated Bets - Review
12-21 Trading and Exchanges–Market Microstructure for Practitioners
12-21 Jai alai
12-21 Algorithmic Trading - Winning Strategies and their Rationale : Review
12-20 Hasbrouck on EMM
12-17 Broken Markets - Review