Applications of Time Series Analysis (ARMA-GARCH) To Improve Risk-Adjusted Return Screening Procedures. — You have been given the daily returns of several strategies / funds over the past year, how would you determine which one provides the best investment opportunity given only this information? A naive approach might be to select the strategy with the best-annualized return, however, this ignores the level of…

Applications of Monte Carlo Methods The Rational Investor Allocation Markowitz Portfolio Optimisation seeks to find a set of weights for N assets in a portfolio such that the risk adjusted return of the portfolio is maximised (aka the Sharpe Ratio). This is the portfolio the so called “rational investor” would choose as clearly no…

Applications of Change-point Detection, Cox Regression, and Bayesian Hierarchical Models — A company’s performance relative to its peers will be ultimately driven by management’s strategic decision making ability to drive growth and position the organisation for changing market conditions. Whilst investors ultimately care about picking stocks with management teams that can generate returns for shareholders, it is also important to be…

Tips from a new ‘Kaggler’ building CNN’s for blindness detection — After recently competing in the 2019 APTOS Blindness Detection Kaggle Competition and finishing in top 32%, I thought I would share my process for training convolutional neural networks. My only prior deep learning experience was completing the Deeplearning.ai Specialisation, hence this is all you should need to read this article.

Unity is a great tool for prototyping everything from games, to interactive visualisations. In this article, we run through all you need to know to get started using Unity. First, a little bit about me: I’m a hobbyist unity developer, 3d modeler and graphic designer who’s worked with Unity and…

SVM’s are often considered ‘Black Boxes’. In this article we cover techniques to visualise learned SVM models and their performance on real world data. — About the author Hugo Dolan is an undergraduate Financial Mathematics student at University College Dublin. This is mostly based and motivated by recent data analytics and machine learning experiences in the NFL Punt Analytics Kaggle Competition and the being part of the team who won the Citadel Dublin Data Open…

China’s megacities cities occupy the top 4 spots of the worlds most expensive cities to buy property, but is this upwards only market too good to be true? — The Chinese economy shares many of the same characteristics displayed in Canada’s present property bubble; rising property prices and extraordinary levels of Non Financial Debt (NFD 290% of GDP) . The actual value of Canada’s non financial debt however pales into insignificance in comparison to China’s (Figure 1) and is…

Why you should consider it, the pain points and how to write your own lightweight reactive store — I’ve written this article at the end of my latest Angular4 project: Moveseats.com , which was architected to work in real time across many clients (See demo). Now its time share what I learnt while its still fresh! Git repo link (For walkthrough below) If there are issues or helpful…

Some simple tips and tricks to create great looking apps — I’m currently working on further parts to sw-toolbox tutorials, so stay tuned! What are the things you need to make a our site look great: Function No one wants to use an app that doesn’t work. Apps with circuitous menu routes, extra pages and forms will cost you users.