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  1. dtrader98

    Question for Neural Net Users

    There are many more 'broad' dsp or ML texts on architecture of NNs. For example, I think this one is actually free online, and is a fantastic intro to NN (at that chapter) architecture! You can build a simple one using his text from the ground up, with any basic type language and then add...
  2. dtrader98

    Question for Neural Net Users

    Like many machine learners, it can do both classification and or regression, depending on the application. Regarding inputs, it is part art and part science. A common approach might be to use embedded time delayed variables as inputs to a univariate type predication. Here is an example...
  3. dtrader98

    Hidden Markov Model

    Indeed.:D I know of a world class expert or two in this area that have asked me that question. Finding the states to model is a big part of the challenge.
  4. dtrader98

    fed minutes in 5 minutes

    "Fed officials were generally downbeat about the economy" "They cited "significant" downside risks to their outlook" --But Wait-- "A number" of Fed officials taking part in the meeting thought that buying more securities would be "a more potent tool that should be retained as an option in...
  5. dtrader98

    Nanex for the masses: HFT alert

    http://www.hftalert.com/hft-alert-pro.html
  6. dtrader98

    Do you see patterns in Random Walks?

    http://physicsworld.com/cws/article/news/45790 ...might be of interest to the topic.
  7. dtrader98

    Stock Simulation Room - Like Air Plane Simulators

    Not only do I think it is a relatively nascent and potentially useful idea, but the idea of combining interactive video type games and knowledge discovery is proving to be quite useful in scientific pattern discoveries.. such as 'foldit,' a game designed to discover folding patterns in...
  8. dtrader98

    What really is the beta for TLT anyone?

    from: http://us.ishares.com/misc/faq.htm ...and more on different windowing methods, here. http://answers.yahoo.com/question/index?qid=20070518164421AA4g1qM "Q. How is beta calculated? A. Beta is the covariance of a stock or fund in relation to the rest of the stock market. To...
  9. dtrader98

    How do you explain the economy to your kids?

    ...need to travel a little farther back in time to look at the big picture. For kids, this is a pretty good bird's eye view. http://www.amazon.com/How-Economy-Grows-Why-Crashes/dp/047052670X/ref=sr_1_1?ie=UTF8&qid=1316991410&sr=8-1
  10. dtrader98

    Stange question about compounding interest

    I just used this post.... Granted, from post to post, there's very little consistency in his numbers.
  11. dtrader98

    Stange question about compounding interest

    ~2 bill. Incidentally, there's a simple equation to get the results. p0*(1+rtn)^nyr here, 368*(1+.6)^33 ~ 2e9 30yrs would get you to around 1/2 bil (as long as we're dreaming).
  12. dtrader98

    Gold is a safe haven

    http://www.streetinsider.com/Commodities/Gold+in+FREE+FALL%3B+Hedge+Fund+Liquidation+Rumors+Rampant/6807910.html FWIW, "Contrary to logic that central banks will continue to print like crazy, the word on the Street is that the gold trade is DEAD."
  13. dtrader98

    OnStar may be watching, even if you don't subscribe

    http://www.reuters.com/article/2011/09/21/us-gm-onstar-idUSTRE78K7MN20110921 (Reuters) - General Motors Co's OnStar may be watching your moves later this year -- even if you no longer subscribe to the service. OnStar, known for connecting drivers to live operators who can provide...
  14. dtrader98

    So many things have happened in the last few days it is hard to keep up.

    Three major banks were downgraded yesterday on the 'not too big to fail' potential. http://www.reuters.com/article/2011/09/22/us-bankofamerica-downgrade-idUSTRE78K4P020110922
  15. dtrader98

    Greatest Financial Philosopher

    I guess you missed my mention of Ed Thorp... an astute gambler he was. Thanks to him, card counters around the world now get kicked out for beating the system. Here's some of his wisdom... "Where do the ideas come from? Mine come from sitting and thinking, academic journals, general and...
  16. dtrader98

    Greatest Financial Philosopher

    I don't know that I'd classify him as a financial 'philosopher,' but one of the most admirable practitioners of finance, IMO would be Ed Thorp. For the why, notice the emphasis on practitioner, as opposed to pure theorist.
  17. dtrader98

    Medicine or Wall Street?

    If you have the time (and you should make the time considering your dilemma), read the following book of interviews. http://www.amazon.com/How-Became-Quant-Insights-Streets/dp/0470452579/ref=sr_1_3?ie=UTF8&qid=1316710914&sr=8-3 There are many Quants that came from very prestigious...
  18. dtrader98

    Exact Time of Fed Announcement?

    All I seemed to notice were headlines about Moody's downgrading 3 major banks (BAC, WFC, C) with the comment that the FED would be less likely to accommodate failures. Kind of odd timing.
  19. dtrader98

    Creating range bars in Excel

    It will be difficult to do in pure excel, but can be accomplished if you know VBA. Considering row limits, I might read in each daily file as a worksheet tab and run a loop (through cells) in VBA to create bars based upon your constraints. Depending on what you are trying to accomplish, you...
  20. dtrader98

    Help - Data Visualization Software

    ...and what exactly are you planning to use ggplot for? If you are struggling with the basic use of R, you'll find a hard time using ggplot. And as far as I know, there isn't much advantage to ggplot outside of 3-D interactive and rotational graphics (which is good, IF that's what you want)...
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