Tag Archives: probabilistic

Financial forecasting with probabilistic programming and Pyro

Financial forecasting with probabilistic programming and Pyro

Lots of tutorials here

  1. Simple time series forecasting (and mistakes done)
  2. Correct 1D time series forecasting + backtesting
  3. Multivariate time series forecasting
  4. Volatility forecasting and custom losses
  5. Multitask and multimodal learning
  6. Hyperparameters optimization
  7. Enhancing classical strategies with neural nets
  8. rn recognition and machine learning
  9. Bayesian methods for hackers
  10. Documentations of libraries below

This current tutorial is here:

medium.com/@alexrachnog/financial-forecasting-with-probabilistic-programming-and-pyro-db68ab1a1dba

View at Medium.com

View at Medium.com

 

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!

Quant tips on backtesting a moving average crossover in Python, forecasting SP500, and general a probabilistic programming video

Quant tips on backtesting a moving average crossover in Python, forecasting SP500, and general a probabilistic programming video

Here are some tips sent over from my NYC Contact so thanks to him for sending as usual

http://www.quantstart.com/articles/Backtesting-a-Moving-Average-Crossover-in-Python-with-pandas
http://www.quantstart.com/articles/Backtesting-a-Forecasting-Strategy-for-the-SP500-in-Python-with-pandas

Probabilistic Programming in Quantitative Finance

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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!