Beyond the Blue Event Horizon
I began “Beyond the Blue Event Horizon” in 2007 to explore mathematical and statistical topics related to systematic trading. I continue to add new material.
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Web-scraping within the R environment on a Mac has changed since I last discussed it. Here’s an update on RSelenium for Mac introducing Docker as a simple way to run Selenium 3 and the necessary Gekko and Chrome drivers.read more
We are going to play around with a mixture distribution. A wider distribution is “polluting” a narrower distribution. We will show that mean absolute deviation is a more efficient estimator of dispersion than standard deviation.read more
Here’s a useful little R mixture distribution function. I give you the code, show how it works, and give some examples.read more
How to measure the dissimilarity of observations for sparse numerical data – a novel approach using weighted symmetric and asymmetric binary distances.read more
Exploring two algorithmic approaches for inverting Euler’s Totient function by factorizing Phi.read more