2014

03-07 An Introduction to Modern Bayesian Econometrics : Review
02-08 Quote for the day
02-02 How does a torrent work
02-01 The Poisson Process : the history behind it
01-26 Measure Theory for Dummies
01-25 Scams
01-25 Multivariate Statistical Analysis : Review
01-23 Causality
01-18 Occam's Window
01-18 Metropolis-Hastings Algorithm
01-17 One Security, Many Markets …
01-15 Trading Costs and Returns for US Equities
01-15 Order characteristics and stock price evolution
01-14 Explaining the Gibbs Sampler
01-14 Choosing Models
01-13 Anupama Bhagwat
01-12 Quote for the day
01-09 Raag Maru Behag
01-05 Stein’s Paradox
01-04 Detexify

2013

12-31 One Day in the Life of a Very Common Stock
12-31 Inferring Trade Direction from Intraday Data
12-30 Time and the Process of Security Price Adjustment
12-30 Books read in 2013
12-29 David & Goliath - Review
12-27 Diana Nyad
12-23 Quote for the day
12-22 Calculated Bets - Review
12-21 Trading and Exchanges–Market Microstructure for Practitioners
12-21 Jai alai
12-21 Algorithmic Trading - Winning Strategies and their Rationale : Review
12-20 Hasbrouck on EMM
12-17 Broken Markets - Review
12-14 Death of Open Outcry Markets
12-12 Don’t think. Just Do.
12-08 An Introduction to Probability and Inductive Logic
12-06 PhD - Piled Higher and Deeper :-)
12-05 Dynamic Documents with R and knitr – Summary
12-04 Ustad Alauddin Khan
12-03 The Unfinished game – Review
12-03 First, Learn to Practice – Book review
11-26 Working Memory
11-26 Solitude
11-10 The magic of Fibonacci numbers
11-10 Cross-validation for time series
11-10 Applied Econometric Time Series – Summary
11-10 Analysis of Integrated and Cointegrated Time Series with R – Summary
11-03 Ustad Shujaat Husain Khan
11-03 A Kalman Filter Primer : Summary
10-27 State Space Time Series Analysis : Summary