Quant Mashup - Turing Finance Testing the Random Walk Hypothesis with R, Part One [Turing Finance]Whilst working on some code for my Masters I kept thinking, "it would be really awesome if there was an R package which just consumed a price series and produced a data.frame of results from multiple randomness tests at multiple frequencies". So I decided to write one and it's named(...) The Promise of Computing [Turing Finance]You would be forgiven for thinking that Moore's law is a law like Newton's laws. It really does seem that as surely as an apple will fall to the ground, so too shall our computers, phones, tablets, and (now) watches capacity increase year-after-year at an exponential rate ... but(...) Lossless Compression Algorithms and Market Efficiency? [Turing Finance]In Hacking The Random Walk Hypothesis we applied the NIST suite of cryptographic tests for randomness to binarized daily market returns. Overall the NIST suite failed on the data. This result was taken to mean that markets are not quite the "coin flipping competition" famously posited by(...) Stock Market Prices Do Not Follow Random Walks [Turing Finance]Because volatility seems to cluster in real life as well as the markets, it has been a while since my last article. Sorry about that. Today we will be taking our first giant leap along A Non-Random Walk down Wall Street. The Non-Random Walk Series A Non-Random Walk Down Wall Street is the cheeky(...) How to be a Quant [Turing Finance]Since writing about my experience writing the CFA Level I exam in June, I have received many emails from people interested in finding out how to become a quant. To some extent, this post will answer that question. That said, this post is actually not about how to become a quant, it is about how to(...) Hacking the Random Walk Hypothesis [Turing Finance]Hackers would make great traders. At a meta level, hackers and traders do the same thing: they find and exploit the weaknesses of a system. The difference is that hackers hack computers, networks, and even people for various good and bad reasons whereas traders hack financial markets to make(...) A Quant's view of CFA Level I [Turing Finance]Having just written and, thankfully, passed the CFA Level I exam I wanted to take this opportunity to share my experience writing the CFA Level I exam given that I come from an unconventional academic background and work in the industry as a quantitative analyst. I also want to share some helpful(...) Fitness Landscape Analysis for Computational Finance [Turing Finance]Some of the most interesting new research coming out of the Computational Intelligence Research Group (CIRG), which is applicable to numerous computational finance and machine learning optimization problems, is the development of fitness landscape analysis techniques. Fitness landscape analysis aims(...)