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Latest Articles

The Bias-Variance Tradeoff in Statistical Machine Learning - The Regression Setting

In this article I want to discuss one of the most important and tricky issues in machine learning, that of model selection and the bias-variance tradeoff. The latter is one of the most crucial issues in helping us achieve profitable trading strategies based on machine learning techniques. Read more...

Forex Trading Diary #2 - Adding a Portfolio to the OANDA Automated Trading System

In the last Forex Trading Diary Entry (#1) I described how to build an automated trading system that hooks into the OANDA forex brokerage API. I also mentioned that the next steps included constructing a portfolio and risk management overlay for all suggested signals generated by the Strategy component. In this entry of the diary I want to discuss my attempt to build a functioning Portfolio component and how far I've currently progressed. Read more...

Forex Trading Diary #1 - Automated Forex Trading with the OANDA API

I previously mentioned in the QuantStart: 2014 In Review article that I would be spending some of 2015 writing about automated forex trading. Read more...

Supervised Learning for Document Classification with Scikit-Learn

This is the first article in what will become a set of tutorials on how to carry out natural language document classification, for the purposes of sentiment analysis and, ultimately, automated trade filter or signal generation. This particular article will make use of Support Vector Machines (SVM) to classify text documents into mutually exclusive groups. Read more...

QuantStart: 2014 in Review

Now that 2014 is well and truly behind us, I thought it would be appropriate to carry out an annual review for QuantStart. Many of you have asked for some "behind the scenes" insights for some time, so I've decided to discuss some of the interesting issues and events that have occured over the past year. In addition, I'd like to let you know what is in store for 2015, as there are many exciting things planned for the site. Read more...