I learned some interesting things from this blog, such as below:

- The
`itertools`

and`collections`

are very useful, they have high performance functions that can help you save a lot of time in optimizing your code. - By applying a simple trick, build an interleave list is much easier than I think

Learn from Pros is always a good strategy. I find some good repos which are perfect for me to learn Scala and advanced Python.

It’s good to me to understand what Googlers have achieved. They always play role model in the AI world. The example in this blog is…

Hi everyone,

I’m preparing for some interviews in next week, so I challenge myself to solve quant interview questions as many as possible during one hour.

Quite sure that I can’t solve all, I try with 21 problems as below:

- For a 3 sets tennis game, would you bet on it finishing in 2 sets or 3 sets?
- I have a square, and place three dots along the 4 edges at random. What is the probability that the dots lie on distinct edges?
- You have 10 people in a room. How many total handshakes if they all shake hands?
- Two…

In this research paper, the authors tried to solve the problem that how to build a winning portfolio from previous simple indicators/strategies. The method that the authors used is momentum-determined indicator-switching (MDIS) strategy.

Though this research is applied to stock market return, and the predictors include micro- and macro-variables, but the idea is worth to try to apply to stock prediction.

In this paper, the authors group the stock to three types: overpriced stocks (OP), underpriced stocks (UP), and fairly-priced stocks (FP). Then, the authors show how to calculate evaluation metrics for a prediction model. The metrics are quite popular…

Interesting news/blogs that I read during a week.

It is a good article for people who begin to work in Linux/MacOS environment.

The author is fairly an excellent engineer and a good blogger: his articles are simple, clear and useful to everyone who wants to get familiar faster with Python.

It’s very interesting for Pandas fan (all Python programmers, I guess)

This is cool stuff for Python beginners.

At the moment, I’m building a credit scoring model with banking customers dataset. …

Interesting news/blogs that I read during a week.

EDA is not an easy stuff for me because I’m not type of person who enjoys going to details. That’s why I’ll search for EDA python libraries which help me do EDA. Before knowing about DataPrep, I knew Sweetviz. You can see there are other python libraries can help you doing EDA in the link below:

To be honest, I’m not happy with Sweetviz because I love something simple and easy-to-use. …

Today is May 3rd 2021. My learning plan is as below:

- Practice coding: Do at least 3 coding questions per week from the book
`Daily Coding Problem`

of Alex Miller and Lawrence Wu. - Learn Scala programming: should spend 2–3 hours per week
- Learn SQL: tbd
- Write Clean Code and Unit tests: should review codes that I have written.

Hi everyone,

I have made a decision that I need to improve my coding skill day by day to keep track with the lightning pace of data industry’s evolution. In this blog, I’m happy to share with you all problems from books that I challenge myself everyday. Hope that it would be useful for you too! Let’s go!

`Problem 1: Given an array of integers, return a new array such that each element at index i of the new array is the product of all the numbers in the original array except the one at i.`

For example, if our…

Hi folks,

You must be very patient to read my previous blog about momentum strategies, so I really appreciate that. In this blog, I just want to share with you some interesting problems in coding that I have collected from books and my friends. The problems are not neccesarily difficult, they are just ones with something interesting while I’m trying to solve them.

My favorite approach for solving every problem (and everything in life) is simplifying the problem first by divide-and-conquer or solving it in special cases. However, in this blog, I do a reverse way: first I raise a…

Hi guys,

Momentum strategies are well-known on Wall Street, they have been proved to be profitable strategies in many research papers, the most famous among them is by Narasimhan Jegadeesh and Sheridan Titman. The core idea of momentum strategies is to buy stocks that are rising and sell them when they appear to have peaked. The motto is “Buy high, sell higher”

In this blog, I want to test profitability of momentum strategies in Vietnam stock market. The momentum strategies that I tested are as below:

- Buy top stocks that have best most-recent-N-day returns
- Buy top stocks that have best…

Hi everyone, in my first blog, I presented how to find best stocks in a certain month in years, so naturally we will ask ourselves how we could make profit based on this idea.

A simple strategy is at the start of each month we will buy the best performing stocks in that month, then hold until the end of month. An alternative strategy is we buy the `x`

top performing stocks at the beginning of month, then sell them at the end of month.

Let’s see how it works.

To evaluate the performance of this strategy, I used following…

Quant Researcher, Data Scientist, Food Hater (so I eat them a lot).