Navnoor Bawa·Just nowHow Quants Can Test Daily Mean Reversion on Ranks, With John von Neumann’s 1941 RatioSince 2017 the US market’s daily reversal clears a two sided 5% test on von Neumann’s raw ratio, and falls short once its days are ranked.
Mathew kariuki·6h agoSales Forecasting in Python: Exponential Smoothing vs Naive and Moving AveragesHi, I’m Mathew. A retailer wants to know how much revenue to expect over the coming weeks, and, just as important, how far that number can…
Timecho·10h agoHow to Choose the Best Open Source Distributed Time Series DatabaseIn today’s data-driven world, choosing the right open source distributed time series database is essential for managing the continuous flow…
Clemence Ayekple·1d agoAnalysing the Ghana Cedi Exchange Rate Over TimeA real-data project with pandas: levels, percentage changes and context
Timecho·1d agoTime Series Databases Explained: Data Mining Methods and Analytical StrategiesAs organizations increasingly generate time-dependent data from IoT devices, financial systems, industrial sensors, and digital platforms…
Unicorn Day·3d agoThe One Number That Tells You Whether a Market Is Random, Bouncing Back, or Running AwayA coin flip, a rubber band, and a runaway walk into a price chart. The variance ratio test can tell them apart.
InTowards AIbyBuse Kaylan·3d agoFrom 137 Bytes to 2.7: How Much Space Does Factory Data Really Take? UNS to Lakehouse — Part 3One day of a virtual bottling plant, stored eleven different ways. The winner is 51 times smaller than the raw messages, and two of the…
InLevel Up CodingbyNagesh Singh Chauhan·3d agoDynamic Time Warping(DTW) Algorithm in Time SeriesThe article contains an understanding of the Dynamic Time Warping(DTW) algorithm.A response icon1A response icon1
Navnoor Bawa·Nov 3How Quants Set the Kalman Filter, the 1960 Math Stanley Schmidt Aimed at the MoonThe textbook Kalman pairs setting trades a day’s noise and loses after costs; the slow one that earns has only tied a regression since…A response icon1A response icon1
InPython in Plain EnglishbyAntonello Martiello·Nov 3Testing t0-gamma: Surprising Results in Zero-Shot Time-Series ForecastingComparing t0-gamma and Timestral zero-shot performance across four distinct test casesA response icon4A response icon4
