Tag Archives: data mining

Data mining history: Support vector machines

Data mining history: Support vector machines

Some say this works, some say it does not work

http://www.kdnuggets.com/2016/07/guyon-data-mining-history-svm-support-vector-machines.html

Join my FREE newsletter to learn more about using machine learning for automated trading

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Top 10 data mining algos

Top 10 data mining algos in plain English

Do you remember data mining? Is that still a hot tech topic from a few years ago? Or are we more focused on big data, genetic algorithms, machine learning, then deep learning? You follow my trendy drift? Well, we may have forgotten about data mining but somebody online hasn’t. They wrote a Top 10 article on the types of algorithms you could implement for this use case. Some of them have demos of trading usage within Matlab’s documentation.

 

Here is that Top 10 article on data mining algorithms

 

As I am halfway through my pair trading/arbitrage phase for equities, this is the only time I’ll be teaching this exact strategy live. Not only that, but I will be removing all source code and references to the videos from this section. People ask me why I do this but it is to provide exclusively and trading edge for all my current Quant Elite members. 

 

Here are the details of this algorithm trading course series 

 

If you’re interested, you better jump on this now before it’s too late where the content will be permanently removed. Not only that, if you join now you’ll be able to optimize your learning as we move into the next step coming this Tuesday night.

 

Here are those pricing options:

MONTHLY: $97/MONTH: Click here

6 BONUS MONTH FREE Annual: Click here

BIGGEST SAVINGS with 24 BONUS months: Click here

Thanks Bryan

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Top 10 data mining algos in plain English

Top 10 data mining algos in plain English

Some useful algos for trading which are demonstrated in Matlab

http://rayli.net/blog/data/top-10-data-mining-algorithms-in-plain-english/

Join my FREE newsletter to learn about these important algos to be used as another way to view the markets

 

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Is Building Algorithmic Trading Systems with A Trader’s Journey From Data Mining to Monte Carlo Simulation to Live Trading still useful?

Is Building Algorithmic Trading Systems with  A Trader’s Journey From Data Mining to Monte Carlo Simulation to Live Trading still useful?

From my NYC contact so thanks to him for sending this:

interesting book coming out this summer:

http://www.wiley.com/WileyCDA/WileyTitle/productCd-1118778987.html

Description

Award-winning trader Kevin Davey explains how he evolved from a discretionary to a systems trader and began generating triple-digit annual returns.  An inveterate systems developer, Davey explains the process of generating a trading idea, validating the idea through statistical analysis, setting entry and exit points, testing, and implementation in the market.  Along the way, Davey provides insightful tips culled from his many years of successful trading.   He emphasizes the importance of identifying the  maximum loss a system is likely to produce and to understand that the higher the returns on a system, the higher the maximum loss.  To smooth returns and minimize risk, Davey recommends that a trader utilize  more than one system.  He  provides rules for increasing or decreasing allocation to a system and rules for when to abandon a system.  As market patterns change and system performance changes and systems that performed spectacularly in the past may perform poorly going forward.   The key for traders is to continue to develop systems in response to markets evolving statistical tendencies and to spread risk among different systems.   An associated website will provide spreadsheets and other tools that will enable a reader to automate and test their own trading ideas.

Readers will learn:

–   The systems Davey used to generate triple-digit returns in the World Cup Trading Championships

–   How to develop an algorithmic approach for around any trading idea, from very simple to the most complex using off-the-shelf software or popular trading platforms.

–    How to test a system using historical and current market data

—-

I personally find these books to redundant after a while

Join my FREE newsletter to see how I plan to attack the markets

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Are you use this kind of predictor of Extreme Hurst signal with data mining?

Hi there
Want to get this 1 Hour course to get a 35,000 foot view on learning Big Data through R and Hadoop with source code?

How to l;earn about R Hadoop and Big Data through a quant referral with 1 hour long video and source code – See more at: https://quantlabs.net/blog/2014/01/how-to-learn-about-r-hadoop-and-big-data-through-a-quant-referral-with-1-hour-long-video-and-source-code/#sthash.SIOt97Sx.dpuf

Here was some market forecasting ideas sent to me:

Is anyone using these extreme Hurst signal with data mining for predicting the stock markets ? – See more at: https://quantlabs.net/blog/2014/01/is-anyone-using-these-extreme-hurst-signal-with-data-mining-for-predicting-the-stock-markets/#sthash.BlbesHU3.dpuf

Video Presentation with Market Inflections – Financial Seismology Extreme with Hurst software – See more at: https://quantlabs.net/blog/2014/01/video-presentation-with-market-inflections-financial-seismology-extreme-with-hurst-software/#sthash.qyPiOLMU.dpuf

Just has to ask:

Don’t you feel like a chump from these instant millionaire traders when you are trying to be some intelligent quant researcher? – See more at: https://quantlabs.net/blog/2014/01/dont-you-feel-like-a-chump-from-these-instant-millionaire-traders-when-you-are-trying-to-be-some-intelligent-quant-researcher/#sthash.PNHWk9AT.dpuf

Here was a nice reference from a QuantLabs.net Premium Member:

“… a main reason why I am a member of your Quantlabs! If you give me the dot net or C++ source code functions to call for writing the indicators and strategies I will be happy, whether you write them yourself or draw help to write and test them using MC dot net. Keep up the good work, you are saving me years of hassles with the retail platform software with your researching and reviews…”
– See more at: https://quantlabs.net/blog/2014/01/quant-trader-agree-with-seeing-the-limits-of-tradestation-and-multicharts-but-freedom-with-dotnet-and-cplusplus-source-code/#sthash.RVhpBcze.dpuf

Yes I have not removed the access yet but a new pricier Members and Trading Platform course is coming!

Access here

More info

Thanks Bryan

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Youtube video request Seeking PCA, Markov, data mining examples for automated trading model profits

Youtube video request Seeking PCA, Markov, data mining examples for automated trading model profits

Join my membership here.

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

I want to learn data mining concepts.. Could some body please help me out in suggesting a good course or online certifications?

I want to learn data mining concepts.. Could some body please help me out in suggesting a good course or online certifications?

 

Standford’s Machine Learning online course.
https://www.coursera.org/course/ml

By the way, what is the difference of Machine learning and data mining?

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

interested in Modeling and Data Mining.I’m face with the challenge,I need to come up with the research topic for my Masters,

I’m interested in Modeling and Data Mining.I’m face with the challenge,I need to come up with the research topic for my Masters, i’m working for a survey agency(data is not a problem),please advice.

 

==

Are you loooking for data mining in which industry? If related to pharmaceuticals then we c

==

n discuss.

 

==

I’m not working for pharmaceuticals industry,my background is surveys or I won’t mind financials.

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

“Statistical and Machine-Learning Data Mining” – Is the topic a mixed metaphor?

“Statistical and Machine-Learning Data Mining” – Is the topic a mixed metaphor?

 

==

Welcome to the Department of Redundancy Department… sort of.
One could argue that statistical learning, machine learning, and data mining are three ways of looking at the same thing. It is true that machine learning technically includes logic programming AI, but when most people talk about the three subjects, they’re usually talking about the same thing.
As a metaphor…? Since technically machines cannot truly learn the way humans do, by not only changing “software” (thoughts) but “hardware” (neural connections), it may of may not be a metaphor, depending on what you are considering…

 

==

I would like to start with a few personal experiences. I began research during the early 00’s and attended a conference related to Statistics. The debate between Cox and Breiman was told to me, but the exact details is something which I was not familiar. Then I remember a vintage statistician, I mean immature, declared that topics like Data Mining and Machine Learning should not be allowed to grow and that “Statistics” must dominate everything. At that moment, as a beginner, I wondered the necessity of “Domination”.Next, I recently attended a conference in which an eminent statistician from India initiated the beginning of the conference and, as expected, launched an attack on the Machine Learning community declaring how they violate the principles of randomization, etc. Using “Statistical Learning” concepts such as dimensional convergence, etc, he convinced the audience that “Statistics”, and not “Machine Learning”, is the way forward. The consequence of such rhetoric is that beginners get intimidated by eminent and never bother to learn what “Machine Learning” is all about. As a response to the rhetoric, I had prepared a presentation slide urging the audience to have a sane look at other disciplines and read the books of Hastie, Tibshirani, and Friedman (2008) and then arrive at appropriate conclusion. I was not aware of the book “Statistical and Machine-Learning Data Mining: Techniques for Better Predictive Modeling and Analysis of Big Data” by Prof. Ratner (who has started this discussion). Of course, I was not allowed to present the slides. In that very same conference there was a presentation on some work related to “Data Mining”. Though the slides were beautiful and covered almost every terminology used in the subject, the problem there was the absolute lack of any “Mathematical detailing”. I mean that the concepts were presented in a “Black Box” form and not as a scientific tool. In this subcontinent, on most occasions, all data mining methods are presented as “Software Utilities” and not as scientific tools.A coincidence is that like Prof. Ratner, I am also a lot impressed by the late Tukey’s 1962 article “The Future of Data Analysis” and the EDA work. Will join the discussion later. Thanks.

 

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

can anybody give me a brief idea about data mining??

can anybody give me a brief idea about data mining??

—-

Instead of traditional hypothesis testing, data minining is exploratory data analysis where you identify interesting patterns of relationships in your data and attempt to apply a post-hoc explanation to them.

Due to the increased risk of capitalizing on chance / Type I errors, a greater emphasis is often placed on assessing the robustness of the findings involving multiple methods, use of a holdout sample, and bootstrapping, among other techniques.

Brief enough? 😉

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!