Medium articles

Short scripts used for articles published on Medium The latest versions of the texts can be found on Medium, the latest changes to the code are reflected in the notebooks/scripts.

Articles

Quantitative Finance

• Introduction to quantitative finance part I: Stylised facts of asset returns
• Long-term asset allocation strategies based on GARCH models — a simulation exercise in R
• Introduction to backtesting trading strategies
• Backtesting trading strategies using custom data in zipline
• The easiest way to evaluate the performance of trading strategies in Python
• Algorithmic trading based on Technical Analysis in Python
• A comprehensive guide to downloading stock prices in Python

Data Wrangling

• Introduction to dtplyr
• One-tailed or two-tailed test, that is the question
• Make working with large DataFrames easier, at least for your memory

Machine Learning

• Explaining Feature Importance by example of a Random Forest
• Outlier Detection with Isolation Forest
• Outlier Detection with Extended Isolation Forest
• Outlier Detection with Hampel Filter
• Creating benchmark models the scikit-learn way
• Ensemble learning using the Voting Classifier

Statistics

• Introduction to Power Analysis in Python
• Interpreting the coefficients of linear regression
• Explaining probability plots
• Verifying the Assumptions of Linear Regression in Python and R

Misc

• Mario vs. Wario: Image Classification in Python
• Mario vs. Wario — round 2: CNNs in PyTorch and Google Colab