If you are a quant who is working at a bank, the Historical Simulation Value-at-Risk (HS VaR) is a very useful measure for risk management for trading portfolios, particularly derivative products. It is not only simple to explain and easy to implement and to monitor but also its effectiveness is…

Trong bài viết này, các bạn sẽ hiểu máy học là gì? Nó có thể làm được gì? Và những xu hướng ứng dụng gần đây của máy học trong lĩnh vực tài chính kinh doanh. Lưu ý: Các quan điểm trong bài viết này là nhận định chủ quan…

1. Understanding LightGBM Parameters (and How to Tune Them) Understanding LightGBM Parameters (and How to Tune Them) - neptune.ai I've been using lightGBM for a while now. It's been my go-to algorithm for most tabular data problems. The list of…neptune.ai 2. The Best Tools to Visualize Metrics and Hyperparameters of Machine Learning Experiments The Best Tools to Visualize Metrics and Hyperparameters of Machine Learning Experiments … Evaluating your model on the key metrics is a crucial first step in understanding your model quality. Keeping track of…neptune.ai

1. 3 Principles to Achieve Anything — Think and Grow Rich 3 Principles to Achieve Anything — Think and Grow Rich We all have this ability inside us. The big question is whether we wish to go all-in for our desire.medium.com It’s Desire-Faith-Persistence. 2. Why AutoML Is An Essential New Tool For Data Scientists Why AutoML Is An Essential New Tool For Data Scientists An Argument In Favor Of Interpretable AutoML For Data Scientiststowardsdatascience.com

1. 12 Python Snippets That Will Boost Your Productivity 12 Python Snippets That Will Boost Your Productivity A list of 12 ‘how to’’ scripts in Pythonpython.plainenglish.io 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…

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…

1. Indicator selection and stock return predictability, by Zhifeng Dai , Huan Zhu 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…

Interesting news/blogs that I read during a week. 1. 16 Must-Know Bash Commands for Data Scientists It is a good article for people who begin to work in Linux/MacOS environment. 16 Must-Know Bash Commands for Data Scientists Exploring some of the most commonly used bash commandstowardsdatascience.com 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.

Interesting news/blogs that I read during a week. 1. DataPrep v0.3.0 has been released DataPrep v0.3.0 has been released towardsdatascience.com 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. …