Mebane Faber’s post Buffett’s Alpha points out Warren Buffett’s 0.76 Sharpe Ratio discussed in the similarly title paper Buffet’s Alpha. I of course immediately think about the 8th Wonder of the World – the US Bond Market, whose Sharpe ...

In this tutorial I am going to share my R&D and trading experience using the well-known from statistics Autoregressive Moving Average Model (ARMA). There is a lot written about these models, however, I strongly recommend Introductory Time Series with R, which I find is a perfect combination between light theoretical background and practical implementations in

Data science is a sophisticated and complex discipline, but since it's still an emerging field, its practitioners come from a wide variety of backgrounds. Typically, though, a background in working with large data sets in a research setting is advantageous. This is why you may be mingling with a former physicist or immunologist at the next data hackathon...