Eran Raviv

Eran Raviv

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Due to changes made to yahoo finance urls of the different tickers, a lot of code posted on this site is upset and will not run smoothly. In case you encounter such code, simply change code that reads src="yahoo" to src="google" and cross your fingers.

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Other Posts

  • When to avoid traffic if possible
  • Intra-day Volatility Pattern
  • Reducing Portfolio Fluctuation
  • Flash Crash
  • OLS beta VS. Robust beta

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  • On Writing Math
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  • Similarity and Dissimilarity Metrics – Kernel Distance
  • Hyper-Parameter Optimization using Random Search
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Tag: MATLAB

R vs MATLAB – round 4

Blog, CodePosted on 09/06/2017
Machine estimated reading time: [est_time]

 
This is another comparison between R and MATLAB (Python also in the mix this time). In previous rounds we discussed the differences in 3d visualization, differences in syntax and input-output differences. Today is about computational speed.

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Machine Trading – book review

Blog, Finance and Trading, MiscellaneousPosted on 05/02/2017
Estimated reading time: [est_time]

 
In trading and in trading-related research one could be quickly overwhelmed with the sea of ink devoted to trading strategies and the like. It is essential that you “pick your battles” so to speak. I recently finished reading Machine Trading, by Ernest Chan. Here is what I think about the book.

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R vs MATLAB (Round 3)

Blog, Code, Miscellaneous, MiscTips, RPosted on 08/28/2014

At least for me, R by faR. MATLAB has its own way of doing things, which to be honest can probably be defended from many angles. Here are few examples for not so subtle differences between R and MATLAB:

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R vs MATLAB – round 2

Blog, CodePosted on 02/03/2014

R takes it. I prefer coding in R over MATLAB. I feel R understands that I do not like to type too much. A few examples:

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