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Latest Articles

Matrix-Matrix Multiplication on the GPU with Nvidia CUDA

In the previous article we discussed Monte Carlo methods and their implementation in CUDA, focusing on option pricing. Read more...

Best Undergraduate Degree Course For Becoming A Quant?

I'm often asked by individuals in high-school or sixth-form (for those of us in the UK!), as well as those contemplating heading back to university, as to what the most appropriate degree course is to take in order to become a quant. Read more...

Using Cross-Validation to Optimise a Machine Learning Method - The Regression Setting

One of the most problematic areas of quantitative trading is optimising a forecasting strategy to improve its performance. Read more...

Forex Trading Diary #3 - Open Sourcing the Forex Trading System

In today's entry of the Forex Trading Diary I want to discuss the longer term plan for the forex trading system. In addition I want to outline how I've used Python's Decimal data-type to make calculations more accurate. Read more...

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...