STOCK TRADING via A.I. & MACHINE LEARNING WORKSHOP Saturday, February 9 and 16, 2019 | 9:30 a.m. to 1:30 p.m. … Continue Reading Dr. Peter Lin at Columbia University MACHINE LEARNING WORKSHOP
Our previous article on Kalman filter gave us a simple linear regression output. The model is designed to handle noisy … Continue Reading Kalman Filter (02) – S&P 500 and Dow Jones Pairs Trading
Linear Regression Let’s get some Kalman filter basics and start playing around with it. There is a long history about … Continue Reading Kalman Filter (01) – S&P 500 and Dow Jones Linear Regression