Software Engineer / Quant Dev
Please note: this article was inspired by this video by Google Developers. I have attempted to re-package the content to consume in a simple and friendly format 🙂 Introduction In this post, we’ll attempt to write our first machine learning program in Python. Specifically, we’ll create a machine learning program that predicts whether an input is an… Continue reading
1. Lists append() The append() method adds the new list as a member of the old list. + Operator Joins two lists together. extend() Same as the + operator but it is always cleaner to use a method call. insert() Add a member to a list at a certain index. Takes two parameters: the index… Continue reading
1. Variables Variables store and retrieve values. Can take any type of data; string, array, integer, float, etc 2. Functions A function is a list of instructions to accomplish a well-defined task. The JavaScript interpreter processes these instructions one by one A functions inputs is called it parameters e.g. someNumber A functions output is called the… Continue reading
1. What is Portfolio Optimisation? Given: A set of equities Target return Find: Allocation to each equity that minimizes risk Given a set of equities that you want to invest in and a target return that you want to achieve, a portfolio optimiser will calculate the best weights of those equities to give you the… Continue reading
1. What Is MongoDB? MongoDB is a NoSQL database, meaning ‘not only SQL’ SQL databases store information in tables and have a schema Different NoSQL databases store information in a multitude of formats and are generally less bound to schema controls Another big difference is that SQL databases have a standard mostly unified language that… Continue reading
1. What is Optimisation? The concept of producing the best possible result with the available resources Optimisation is the process of minimising or maximising something It is an iterative process E.g. looking for the maximum point on the mountain: 2. The Physical Problem One boy bets the other that he can locate the top of… Continue reading
1. What is Julia? Developed by MIT Fully open source Convenient syntax for building math constructs like vectors, matrices, etc Very fast 2. Getting Started 1. Run Julia in the cloud: JuliaBox Hassle free setup https://www.juliabox.org/ 2. Run Julia locally (recommended): Faster and more flexible Requires some experience with command line Install Julia: http://julialang.org/downloads/ Open… Continue reading