My interest has mostly been in trading QQQQ and other major indexes, hoping to build a small portfolio of contrarian (negatively correlated) indexes. I am interested in two types of strategies:
1. A strategy where some cash is dormant on a trading account for most of the time, yielding a return of less than 4% a year when in "dormant mode". Once in a while (it could be every two or three years, sometimes every six months), when large movements occur on the stock market, I step in as… Continue
Added by Vincent Granville on March 22, 2008 at 11:36am —
The purpose of this report is to gain a better sense of the people and teams who built and maintained business intelligence (BI) and data warehousing (DW) solutions during the 2007 calendar year. This report uses the term “BI” to refer to both business intelligence and data warehousing initiatives, and the term “BI professionals” to the individuals who deliver these initiatives. Specifically, the report looks at… Continue
Added by Vincent Granville on March 21, 2008 at 2:00am —
The concepts surrounding the drive to Six Sigma quality are essentially those of statistics and probability. In simple language, these concepts boil down to, “How confident can I be that what I planned to happen actually will happen?” Basically, the concept of Six Sigma deals with measuring and improving how close we come to delivering on what we planned to do.
Anything we do varies, even if only slightly, from the plan. Since no result can exactly match our intention, we usually… Continue
Added by Vincent Granville on March 15, 2008 at 9:09am —
I gave a short seminar at National Marine Fisheries Services NMFS in Honolulu, Hawaii, entitled "Bayesian Mark-Recapture for Small Sample Sizes"
Mark-recapture methods are often used to estimate the abundance of rare or elusive populations but produce highly uncertain results when sample sizes are small. We develop a new estimator for a single-release, single-recapture experiment based on Bayesian methodology to handle this situation. The number of marked… Continue
Added by J. Liddle on March 11, 2008 at 11:52am —
The two domains AnalyticCircle.com and AnalyticTunnel.com both currently point to AnalyticBridge. Feel free to use them when you invite contacts to join our network. Other related domains include
Added by Vincent Granville on March 8, 2008 at 10:00pm —
According to Alexa. Traffic breakdown:
Switzerland is known for being one of the best countries for scientific research. AnalyticBridge started on Feb 16th, 2008. Alexa rankings are based on reach (unique users) and pageviews per user, smoothed over a 1-month time period.
Added by Vincent Granville on March 6, 2008 at 12:30am —
What do you think? Do you agree with Bill Gate's statement? Many math PhDs don't find it easy to get a job. Do recruiters agree with Bill?
See Bill Gates' question
on LinkedIn. As of now, it generated more than 3,000 answers on LinkedIn.
Added by Vincent Granville on March 3, 2008 at 1:00pm —
Works well with non Gaussian data or outliers. Allows you to set up bounds on the regression parameters (similar to ridge regression). Does not use matrix inversion, thus numerically stable. Robust parameter estimation based on Monte-Carlo simulations and re-sampling. The source code can easily be modified to perform logistic regression. This package can be used by scientists, programmers, analysts or engineers with limited statistical knowledge. Works on Unix, Linux or Windows. We will help… Continue
Added by Vincent Granville on March 1, 2008 at 3:00pm —
Marshall Sponder’s rantings about Web Analytics, Art, Social Media, Travels and Politics.
Added by Vincent Granville on March 1, 2008 at 2:00pm —
Wilmott-Taleb Seminar - 2-3 April - London
DERIVATIVES TRADING, HEDGING AND
VOLATILITY IN THE REAL WORLD:
AN EXCLUSIVE TWO-DAY WORKSHOP
Past delegates say: "The best course I have ever attended," "Immensely practical," "Passionate," "New insights," "I recommend it to my friends," "The course was excellent" and "Paul and Nassim make a great team."
Paul Wilmott and Nassim Nicholas Taleb have teamed up to give a two-day workshop on "Derivatives Trading,… Continue
Added by Vincent Granville on March 1, 2008 at 1:00am —
Mark your calendars now for SAS Global Forum 2008 to be held March 16 - 19 at the Henry B. Gonzalez Convention Center in San Antonio, Texas.
SAS Global Forum 2008, the premier event for SAS professionals worldwide, has offered unequalled educational and networking opportunities for the past 33 years. Don't miss your chance to sharpen your SAS skills and network with other SAS professionals. You will find information on every topic of interest through more than 300 papers and… Continue
Added by Vincent Granville on March 1, 2008 at 1:00am —
Having read from great authors and researchers, I had always taken the definition of data mining for granted. Following the tradiitons of Occam's Razor, I tried to summarize one myself but felt the difficulty of covering the entire spectrum of data mining which is ever evolving. Anyways, here is my try...
Data Mining is a process of extraction of non-trivial patterns from massive datasets which either provides descriptive insights of the data (not perceived without this… Continue
Added by Atif Abdul-Rahman on February 27, 2008 at 1:14pm —
The best place to find this article is at the ‘Harvard Business Review on Knowledge Management’
series of articles published in 1990-1991. Interestingly, this article follows one on a similar theme by Ikujiro Nonaka
which is quite contrary to what David Garvin… Continue
Added by Atif Abdul-Rahman on February 25, 2008 at 2:38pm —
Nice to find out about this forum of quant people. Hope to be of help to anyone of you.
I have just been through a career change and am going to start working within the telecommunications industry. Having a good background in statistics and and an interest in data mining, I am now looking for a distance learning degree to get more knowledgable in Knowledge Management, DM, and Data Warehousing.
So far I have found only an MSc in Business Intelligence at… Continue
Added by Ivan on February 25, 2008 at 2:52am —
What does Data Shaping mean?
The term was created in 1999 to fill a gap between data mining and statistics. Data shaping is about employing advanced statistical techniques to problems usually handled by computer scientists (machine learning, knowledge discovery, artificial intelligence, web mining). A data shaper is a true software engineer or computer scientist, and a true statistician at the same time, capable of extracting actionable information from large data sets, in… Continue
Added by Vincent Granville on February 25, 2008 at 12:30am —
Fortune 100, Fortune 500, medium size companies, startups, across all industries.
Added by Vincent Granville on February 24, 2008 at 4:20pm —
I presented a seminar at School of Fisheries and Ocean Sciences at University of Alaska Fairbanks.
SUMMARY: GIS maps reveal that archeological sites in the Gulf of Alaska region are highly clustered. Crowell et al., has suggested that clustering of sites is driven by spatial patterns of 24 marine resources. These resources are known to be important from bone fragments found at archeological sites and also from oral histories. We constructed a data base of subsistence resources… Continue
Added by J. Liddle on February 23, 2008 at 9:15am —
The following study has been conducted by Eric Paterson from WebAnalyticsDemystified.com
. Eric is also on the board of the Web Analytics Association, and advisor for a number of web analytics companies.
to view the document.
Added by Vincent Granville on February 20, 2008 at 12:30pm —
By Dr. David Unwin
Aim of Course:
For centuries, geographers have laboured to discover and document our planet. Along the way they have used a variety of analytical techniques and drawn a variety of different types of map, but, by and large, this work has been conducted in isolation, without significant impact on the worlds of other sciences, commerce and industry.
The world discovers "geography": With the development of computer-based… Continue
Added by Vincent Granville on February 19, 2008 at 6:30pm —
Market research professionals are typically concerned with the potential sales of a product or service. Collecting statistical data on competitors and examining prices, sales, and methods of marketing and distribution, researchers predict future sales. Collectively, market researchers devise methods and procedures for obtaining the data they need--often designing telephone, mail, in-person or online surveys to understand consumer preferences.
Once the data is collected, researchers… Continue
Added by Vincent Granville on February 19, 2008 at 12:05am —