Software Engineer, Mathematician, Computer Scientist, Parent, and Life-long Amateur
In a previous post, I wrote about a combinatorial object known as a Latin square. I also discussed some research I had previously done and some research directions for working with these objects. Particularly, I…
Read more of Using Python’s Multiprocessing Library to Improve Algorithm Runtime
The Taylor series of a function is an infinite sum of terms that uses information about the derivative of the function to create a polynomial that approximates the function. More accurate approximations can be determined…
Recently I’ve been reading Benoit Mandelbrot’s book The (Mis)Behavior of Markets: A Fractal View of Financial Turbulence. Early in this book Mandelbrot discusses one major issue with the underlying assumption of certain financial simulations. In particular,…
Determining the trend of a stock price is very powerful when devising a technical trading system. If we are able to determine when a trend is reversing, that is reaching a top or a bottom,…
In a previous post, I wrote about a genetic algorithm (GA) whose goal is to find stocks that could potentially create a promising put-selling portfolio. Currently, the GA searches through stocks that offer weekly options…
Read more of Improving the Results and Efficiency of My Options Trading GA
Some years ago my wife bought me a few (6) Raspberry Pi 3 B+ single board computers for Christmas so that I could experiment with creating and managing clusters of computers (it’s what I’d asked…
In a previous post, I wrote about finding undervalued sectors in the stock market by determining the divergence of the sector from some representation of the market itself. This post was intended to be a…
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The wheel is a loss-limited option selling strategy that is very effective at generating income in a portfolio. Typically when trading the wheel, stocks with weekly options are preferred since they fetch higher premiums (percentage-wise)…
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Ensemble learning is a process used in deep learning wherein multiple models, or experts or classifiers, are combined in an ensemble to improve forecasting results. Each individual model in the ensemble, once trained, produces a…
For an investor making investment decisions based on the underlying fundamentals of a company, i.e. fundamental analysis, finding companies to buy can be a daunting task. With ~3,600 publically listed companies in the United States…
Read more of Finding Undervalued Sectors in the Stock Market