Presentation on algorithmic trading using R:

http://eranraviv.com/blog/backtesting-trading-strategies-with-r/

https://www.quantnet.com/threads/r-packages-for-backtesting-and-running-trading-strategies.9554/

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# Author: alton@frontquant.com

## Algorithmic Trading Using R

## Why we quit?

## Getting an MBA

## Solves cross word puzzles

## Demand the (Right) Right Data

## Analytical driven management

## Steve Blank and the Business Model Canvas Explained

## Business intelligence

## Visualizing Multivariate Data in R

## Some Data Mining Resources

A Weblog by a Quantitative Data Analysis Engineer

Presentation on algorithmic trading using R:

http://eranraviv.com/blog/backtesting-trading-strategies-with-r/

https://www.quantnet.com/threads/r-packages-for-backtesting-and-running-trading-strategies.9554/

Worth considering from the top and bottom. Why Top Talent Leaves: Top 10 Reasons Boiled Down to 1 and according to Forbes this is because the employee is poorly managed and the company is uninspiring. How do you inspire?

Now this makes sense. I’ve heard a lot about the pros and cons of an MBA especially for entrepreneurs but the aprentise model makes sense. Is On-the-Job Training Better than an MBA? – Forbes http://www.forbes.com/sites/ronaldyeaple/2012/06/18/is-0n-the-job-training-better-than-an-mba/

NYT: Computer Matching Wits

http://mobile.nytimes.com/2012/03/17/technology/computer-matching-wits-with-humans-in-crossword-tournament.xml

Reminds me of the time I built the sudoku solver.

Mark Twain once noted,”The difference between the right word and the ‘almost right word’ is like the difference between lightning and a lightning bug.” So too with data.

Know the data, where it comes from and what it means.

~ http://feeds.harvardbusiness.org/~r/harvardbusiness/~3/EMdMiZoflMI/demand_the_right_right_data.html

“Interestingly, the top performers also turn out to be the organizations most focused on improving their use of analytics and data, despite the fact that they’re already ahead of the adoption curve,” said Michael S. Hopkins, editor-in-chief of MIT Sloan Management Review. “We discovered that the more managers know about analytics-driven management — and see how it can create value — the more they know that they want to know more.”

Dealing with the Data Deluge – MIT News Office

http://web.mit.edu/newsoffice/2010/smr-analytics.html

I had the privilage to meet Steve at the Startup Weekend SLC. He has started numerous businesses and is dedicated now to teaching entrepreneurship. His personal website is http://steveblank.com/

On this occassion he presented his method for developing a solid buisness plan as shown in the following video.

8 Reasons You Need BI Software http://m.inc.com/technology/25141/

This article is a good read. It has some interesting points about the cost and usability of today’s bi tools. Great overview of the importance of good analytical and predictive modeling. I like the props given to the younger generation’s involvement.

When doing exploritory data analysis it is imperative to properly visualize large and often complex multivariate datasets. Regardless of the size, it is usually the multivariate part that makes it hard to interpret.

http://addictedtor.free.fr/graphiques/ has a collection of hundreds of graphs and their source code. Once you can get your data in the right format this makes it quick and easy to visualize it.

Here are some plots that I think would be very usefull:

- Correlation Matrix http://addictedtor.free.fr/graphiques/RGraphGallery.php?graph=137
- Conditioning Plot http://addictedtor.free.fr/graphiques/RGraphGallery.php?graph=39
- Effect plot for DOE http://addictedtor.free.fr/graphiques/RGraphGallery.php?graph=124
- Violin Plot http://addictedtor.free.fr/graphiques/RGraphGallery.php?graph=43
- Correlograms http://addictedtor.free.fr/graphiques/RGraphGallery.php?graph=148
- Conditional Density Plots http://addictedtor.free.fr/graphiques/RGraphGallery.php?graph=120
- Back to Back histogram http://addictedtor.free.fr/graphiques/RGraphGallery.php?graph=136
- Bollinger Bands http://addictedtor.free.fr/graphiques/RGraphGallery.php?graph=65
- Lattice: Confidence Intervals http://addictedtor.free.fr/graphiques/RGraphGallery.php?graph=52
- Seasonal Precipitation http://addictedtor.free.fr/graphiques/RGraphGallery.php?graph=141

That turned out to be a long list but there are some good ones there and I can think of a useful application for each one of them right off the top of my head. The next step will just be implementing them when time permits.

I’ve pulled together some data mining resources for future reference. Let me know if you find a good one that I’m missing.

**2011 Conferences**

http://www.iienet.org/Annual2/Details.aspx?id=7270

http://www.amstat.org/meetings/jsm/2011/index.cfm

JMP conference http://www.jmp.com/about/events/summit2011/papers_overview.shtml

**Websites**

http://www.kdnuggets.com/

http://blogs.sas.com/jmp/

http://www.scientificcomputing.com/Data_Analysis/

**Magazines**

SAScom

**Free MIT courses can be accessed online** http://ocw.mit.edu/courses/

Example courses that stood out to me just now

• Data mining

• Statistics and Visualization for Data Analysis and Inference

• Street fighting mathematics

• Introduction to modeling and simulation

• Computing and Data Analysis

• Models, Data, and inference for socio-technical systems

Certificates

http://scpd.stanford.edu/