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Publication Name: The Practical Quant

Brief description: Musings on Quantitative Finance

Publication URL: http://practicalquant.blogspot.com/

RSS Feed: link

Twitter Page:

Owner Name: Ben Lorica

Joined: January 22nd, 2012

Activity

The Practical Quant wrote a new blog post titled A scalable time-series database that supports SQL

[A version of this post appears on the O'Reilly Radar.]The O’Reilly Data Show Podcast: Michael Freedman on TimescaleDB and scaling SQL for time-series.Subscribe to the O’Reilly Data Show Podcast to explore the opportunities and techniques driving big data, data science, and AI. Find us on Stitcher, TuneIn, iTunes, SoundCloud, RSS.In this episode of the Data Show, I spoke with Michael Freedman, CTO of Timescale and professor of computer science at Princeton University. When I first heard that Freedman and his collaborators were building a time-series database, my immediate reaction was: “Don’t...
(3 hours ago)

The Practical Quant wrote a new blog post titled Programming collective intelligence for financial trading

[A version of this post appears on the O'Reilly Radar.]The O’Reilly Data Show Podcast: Geoffrey Bradway on building a trading system that synthesizes many different models.Subscribe to the O’Reilly Data Show Podcast to explore the opportunities and techniques driving big data, data science, and AI. Find us on Stitcher, TuneIn, iTunes, SoundCloud, RSS.In this episode of the Data Show, I spoke with Geoffrey Bradway, VP of engineering at Numerai, a new hedge fund that relies on contributions of external data scientists. The company hosts regular competitions where data scientists submit machine...
(7 days ago)

The Practical Quant wrote a new blog post titled Creating large training data sets quickly

[A version of this post appears on the O'Reilly Radar.]The O’Reilly Data Show Podcast: Alex Ratner on why weak supervision is the key to unlocking dark data.Subscribe to the O’Reilly Data Show Podcast to explore the opportunities and techniques driving big data, data science, and AI. Find us on Stitcher, TuneIn, iTunes, SoundCloud, RSS.In this episode of the Data Show, I spoke with Alex Ratner, a graduate student at Stanford and a member of Christopher Ré’s Hazy research group. Training data has always been important in building machine learning algorithms, and the rise of data-hungry deep...
(14 days ago)

About:

I am a Senior Researcher in the Market Research Group at O'Reilly Media, Inc., founder of Verisi Data Studio, and an advisor to Yakit. I have applied Business Intelligence, Data Mining and Statistical Analysis in a variety of domains including Financial Engineering, Direct Marketing, Consumer and Market Research, Targeted Advertising, and Text Mining. My background includes stints with an investment management company, internet startups, and financial services. At O'Reilly, I work on custom research and consulting projects, involving all aspects of data intelligence: data acquisition, data transformation and management, analytics, and visualization. In the process, I help companies understand developments in a wide-range of emerging technology topics, including social media, (mobile) application platforms, big data and analytics, and frugal innovation. I remain interested in Quantitative Finance and my musings can be found on my blog The Practical Quant.

An ex-academic, I was an Assistant Professor at U.C. Davis and was the founding Department Chair for Statistics and Mathematics at C.S.U. Monterey Bay. I have been a visiting member of the Mathematical Sciences Research Institute in Berkeley and have taught at U.C. Santa Barbara and the University of the Philippines. I enjoy writing and have written and published on topics ranging from Applied Mathematics and Statistics, Finance, Marketing Research, and Technology.