Posted on Categories Finance, Mathematics, Quantitative FinanceTags , , , , 4 Comments on A Discrete Model Gauging Market Efficiency

A Discrete Model Gauging Market Efficiency

New paper: A Discrete Model Gauging Market Efficiency PDF

We highly recommend reading the PDF version, but please find below a HTML translation of the paper.

We follow up on some interesting work from the literature and explore some conditions that allow large predatory traders to dominate markets.

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Posted on Categories Exciting Techniques, Expository Writing, Mathematics, Pragmatic Data Science, Pragmatic Machine Learning, StatisticsTags , , , , , , 7 Comments on Good Graphs: Graphical Perception and Data Visualization

Good Graphs: Graphical Perception and Data Visualization

What makes a good graph? When faced with a slew of numeric data, graphical visualization can be a more efficient way of getting a feel for the data than going through the rows of a spreadsheet. But do we know if we are getting an accurate or useful picture? How do we pick an effective visualization that neither obscures important details, or drowns us in confusing clutter? In 1968, William Cleveland published a text called The Elements of Graphing Data, inspired by Strunk and White’s classic writing handbook The Elements of Style . The Elements of Graphing Data puts forward Cleveland’s philosophy about how to produce good, clear graphs — not only for presenting one’s experimental results to peers, but also for the purposes of data analysis and exploration. Cleveland’s approach is based on a theory of graphical perception: how well the human perceptual system accomplishes certain tasks involved in reading a graph. For a given data analysis task, the goal is to align the information being presented with the perceptual tasks the viewer accomplishes the best. Continue reading Good Graphs: Graphical Perception and Data Visualization

Posted on Categories Applications, Expository Writing, Mathematics, Pragmatic Data Science, Pragmatic Machine Learning, StatisticsTags , , , , 2 Comments on A Demonstration of Data Mining

A Demonstration of Data Mining

REPOST (now in HTML in addition to the original PDF).

This paper demonstrates and explains some of the basic techniques used in data mining. It also serves as an example of some of the kinds of analyses and projects Win Vector LLC engages in. Continue reading A Demonstration of Data Mining

Posted on Categories Computer Science, Expository Writing, OpinionTags , , , 3 Comments on On The Hysteria Over “The Cloud”

On The Hysteria Over “The Cloud”

On The Hysteria Over “The Cloud”


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The frenzy of anticipation and opinion about “The Cloud” is so intense and so pointless it becomes “parody proof.”
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Posted on Categories Opinion, RantsTags , , 4 Comments on Should your mom use Google search?

Should your mom use Google search?

Today’s question is: “should your mom use Google search?” It it is a good thing that Google has directly told us that their motto is “don’t be evil,” as their systems are subtle and difficult to evaluate.

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Posted on Categories Opinion, RantsTags , 2 Comments on Microsoft Store Again

Microsoft Store Again

Microsoft is once again going to try its hand at retail stores (for example see the following CNET article). From my experience I think this is going to be horrible. But it does not have to be- Microsoft (if it had the will) could produce a great store that is profitable and improves the world. Here is my quick history and wish list.

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Posted on Categories Finance, Opinion, RantsTags , 1 Comment on Thievery considered harmful

Thievery considered harmful

A bit of a tempest in finance news involving accusations of sensitive code stolen from a major trading desk. For emerging details see:

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Posted on Categories Expository Writing, Opinion, Public Service ArticleTags , , , 4 Comments on Public Service Article: JSTOR and other Useful Research Archives

Public Service Article: JSTOR and other Useful Research Archives

How do you get access to current and historical research articles if you are not affiliated with a university or large research organization? Our second public service article discusses some useful online research archives. Continue reading Public Service Article: JSTOR and other Useful Research Archives

Posted on Categories Administrativia, Opinion, Public Service ArticleTags , 3 Comments on Public Service Article: Back Up

Public Service Article: Back Up

This is a public service article encouraging all of us to back up our data (which more and more is our lives). I sketch some methods and resources for doing this.

As more of our life becomes digital (work, finances, passwords, pictures, contacts,dairies,videos and email) we must be more diligent in backing up our data. If your hard drive fails at work you might lose some spreadsheets (and you might not lose anything if your IT department is on their toes) if you computer fails at home you lose your wedding album. Your hard disk will fail and try to take all of your data (life) with it- it is a matter of when not a matter of if. You want this to be an inconvenience, not a disaster. Become expert at backing up and take the time to help others.
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