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| bio | website | dcook.org/work |
|---|---|---|
| location | Tokyo, Japan | |
| age | ||
| visits | member for | 1 year, 6 months |
| seen | May 15 at 8:08 | |
| stats | profile views | 77 |
I'm director at QQ Trends, a company that solves difficult data and software challenges for our clients. (We often have freelance projects, so get in touch if interested.) (And, of course, please do get in touch if you have interesting challenges that you would like our world-class experts to work on!)
Typical work: doing fun stuff with data (fixing, mining, etc.), web sites (front and back-ends), trading strategies. Research: trading strategies, computer go, machine translation, understanding context, AI search algorithms. Languages: C++, PHP, R, javascript, and many more.
I'm British, living and working in Tokyo for 15+ years. Human Languages: English, Japanese (fairly fluent, 1 kyu), some German, Chinese and Arabic.
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Dec 14 |
asked | How to calculate historical intraday volatility? |
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Dec 14 |
awarded | Critic |
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Dec 14 |
comment |
Free intra-day equity data source Unfortunately, ignoring the discussion of what counts as free, IB sucks for historical data: interactivebrokers.com/php/apiUsersGuide/apiguide/api/… (Even hourly data is only kept for one month.) |
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Dec 1 |
comment |
How can I go about applying machine learning algorithms to stock markets? Perhaps it was actually: "Goldman Sachs lost $800M in 2008 due to the AI voodoo going wrong" :-) |
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Nov 30 |
comment |
Do markets typically fall fast, and rise slowly Could this effect (if statistically real at all time periods) be due to the traders who set stop losses (causing the price to fall further and more stop losses to trigger), and trailing stops, but don't set limit orders? I.e. cut your losses early and ride your winners. |
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Nov 23 |
comment |
How useful is the genetic algorithm for financial market forecasting? Is that a different process than you would use before trusting any other trading strategy? (If so, it is not clear to me what you gain from making a GA model using data to time t, then testing until t+N before trusting it, versus using data to time t-N, testing from t-N to t, and using it immediately.) |
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Nov 17 |
comment |
Evaluating automated trading strategies: accepted practice Having now finished Quantitative Trading, and enjoyed it, could you expand on the issues you thought he was incomplete/misleading on? |
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Nov 15 |
answered | What close price to assume for thinly traded stocks? |
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Oct 30 |
awarded | Nice Question |
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Oct 30 |
awarded | Supporter |
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Oct 30 |
awarded | Editor |
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Oct 30 |
comment |
Evaluating automated trading strategies: accepted practice Thanks; that isn't the first strong recommendation for Expected Returns book I've seen, so it is now top of my reading list. |
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Oct 30 |
comment |
Evaluating automated trading strategies: accepted practice Very interesting idea, and I like the way that gets rid of the apples/oranges comparison. |
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Oct 30 |
revised |
Evaluating automated trading strategies: accepted practice Clarified the question with another paragraph. |
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Oct 27 |
awarded | Student |
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Oct 27 |
awarded | Teacher |
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Oct 27 |
asked | Evaluating automated trading strategies: accepted practice |
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Oct 27 |
answered | What are your opinions on WEKA KnowledgeFlow, Rapidminer, and other rapid development environments for machine learning? |
