# Blog

AI, Quantitative Analysis and Data Science Solutions for Finance and Manufacturing.

Chat With Traders EP 147: Detective work leading to viable trading strategies, and the rise of AI. Dr. Thomas Starke and Aaron Fifield talk about things related to quant trading, strategy development and robustness, disruptive technologies, artificial intelligence, and quantum computing.

### AI For Trading: What Could Possibly Go Wrong?

Note: the following post is purely to illustrate how to avoid pitfalls in trading. My motivation for this post was to give an example of mistakes that I have made myself all too often and I can fully appreciate how one would come to those conclusions. I’m sure that the authors are excellent in machine…

### Plotting Volatility Surface for Options

by Mary Lin, Tom Starke and Michelle Lin This blog post is a revised edition of Tom’s original blog post with a newer data set. More information, source code & inspiration can be found here. Code for this blog post is in our Github repository. Options are complex instruments with many moving parts. Specifically, options are contracts…

### Kdb+ vs. Python

What is kdb+? Kdb+ is a powerful column based time series database. It is commonly used in investment banks and hedge funds around the world for extremely fast time series analysis. Kdb+ uses vector language Q, which itself was built for speed and expressiveness. Q commands can be entered straight into the console, as compilation…

### Quant Basics 10: Performance Prediction With Machine Learning

In the previous post we plotted a response surface of our strategy parameters and their PnL in order to assess if our choice of parameters is rational and not just a local maxima, which rapidly drops off as we move away from it. In this section we investigate how we can use machine learning to…

### Quant Basics 9: Plotting A Response Surface

In the last section we looked at bootstrapping by random sampling one of our best strategy PnL curves in order to determine how stable and reliable the returns are. In this section we will look at the response surface of the returns, that is the PnL with respect to the underlying parameters. In our case…

### Quant Basics 8: Bootstrapping and Response Surface

In the last section we investigated how the strategies we’ve selected from our train-test cluster were distributed in the parameter plot. We saw that they form a dense cluster in that plot which indicates that the PnL’s we see are not a result of overfitting since we would expect them to be more randomly distributed.…