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tobym : finance   34

Baum–Welch algorithm - Wikipedia
Algorithm to find unknown parameters of a hidden Markov model; this was the original of RenTech's legendary performance in the financial markets.
math  quant  finance 
february 2019 by tobym
hmmlearn — hmmlearn 0.2.1 documentation
Simple algorithms and models to learn Hidden Markov Models. API similar to scikit-learn, just adapted for sequence data. BSD license.

Implements the Baum-Welch algorithm to estimate model parameters from just the observed data. This is how RenTech started off crushing it in the markets.
hidden-markov-model  datascience  python  hmm  finance  algorithm 
february 2019 by tobym
Privacy - A better way to pay.
Privacy creates secure virtual cards and completes checkout forms for you, saving you time and money while masking your real card details
privacy  security  finance  money 
january 2019 by tobym
Bitmia
lobste.rs clone about finance
finance  investing  community 
september 2018 by tobym
Adaptive market hypothesis - Wikipedia
Improves on the efficient market hypothesis by considering the human element rather than pure rationality, e.g. behaviors of fear, greed, loss aversion, etc.
finance  theory 
october 2017 by tobym
ledger, a powerful command-line accounting system
Ledger is a powerful, double-entry accounting system that is accessed from the UNIX command-line.
cli  finance  accounting  money 
july 2017 by tobym
Zipline
Zipline is a Pythonic algorithmic trading library. The system is fundamentally event-driven and a close approximation of how live-trading systems operate. Currently, backtesting is well supported, but the intent is to develop the library for both paper and live trading, so that the same logic used for backtesting can be applied to the market.
finance  investing  python  algotrading 
march 2013 by tobym

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