Well...That took a lot longer than I expected it too. 6 weeks later and I finally have the last installation in these series of posts. It's also the longest one so you could say it was worth the wait. I recently found out that Python 2.7 (the python I've used for EVERY project) will soon

Just a quick warning before I start, this post is going to be math heavy. Those who are not brave enough to traverse these waters, be forewarned! Let's get right to it: To recap, last time I talked about a few basic statistical concepts regarding time series. Stationarity, Memory and

So somehow you've wandered into this hazy corner of the internet and found my blog. Not sure how...or why you're exactly here but I hope you'll stay. Let me introduce myself, I'm just your run of the mill budding algorithmic trader. I studied Mathematical Economics and Computer