Ivan Idris Blog

Statistical Bootstrapping by Case Resampling

admin — Mon, 30 Apr 2012 13:06:50 +0000

NumPy Strategies 0.1.7 I haven’t blogged in a while, because I am supposed to work on a Big Secret Project (BSP). Obviously, I am not allowed to talk about that. The Product Owner/Manager of our FHF (Fantasy Hedge Funds) has come [...]

Simulated Random Trading

admin — Sat, 03 Mar 2012 20:24:39 +0000

NumPy Strategies 0.1.6 Our Product Owner and Product Manager got talking about our latest strategy. They decided that our Fantasy Hedge Fund needs to have simulations of these strategies. The new User Story: Simulate periodic trading with random buying and selling. We will [...]

NumPy Project Euler Problem 9

admin — Mon, 27 Feb 2012 20:05:15 +0000

Project Euler Problem 9 is a tough one. After reading the Pythagorean Triple Wikipedia page, I implemented a NumPy solution with Euclid’s Formula. 1. Create m and n arrays The Euclid’s Formula defines indices m and n. We will create arrays to [...]

NumPy Periodic Dips

admin — Sat, 25 Feb 2012 19:05:08 +0000

NumPy Strategies 0.1.5 The stock market has periodic dips to the downside and sometimes to the upside, but those have a different name. Our Fantasy Hedge Fund needs to rebalance its portfolio 5 times a year (this is all part of [...]

NumPy Project Euler Problem 8

admin — Sat, 18 Feb 2012 14:11:02 +0000

Project Euler Problem 8 requires a lot of string manipulation. Still we have some opportunities to practice our NumPy skills. 1. Calculate the product of the 5 element array First we need to compute the product of an array with 5 elements. [...]

Power Law Discovery

admin — Wed, 15 Feb 2012 20:37:55 +0000

Numpy Strategies 0.1.4 Our Product Owner (disclaimer fictional character) has come back from a long vacation. During his holiday he found some time to google “get rich quick schemes”. This led to a new thrilling User Story. User Story I want to [...]

NumPy Project Euler Problem 7

admin — Sat, 11 Feb 2012 15:20:48 +0000

Project Euler Problem 7 is about prime numbers. So I implemented a Sieve of Eratosthenes with NumPy. I am not following the algorithm to the letter, but I believe that the result is the same. 1. Create a list of consecutive [...]

Misbehavior of Markets Book Review

admin — Wed, 08 Feb 2012 19:11:40 +0000

In these turbulent economy we seem to be victims of the financial markets. Benoit Mandelbrot, famous mathematician and inventor of fractal geometry, joined forces with Richard Hudson, to write a book about financial theory. “The (Mis)behavior of Markets” falls in [...]

NumPy Project Euler Problem 6

admin — Sun, 05 Feb 2012 09:35:08 +0000

Project Euler Problem 6 is perfect to demonstrate the power of NumPy. No loops are required and only a few lines of code. 1. Create an array with the first 100 natural numbers First we will create a NumPy array of the [...]

Linear Algebra Book review

admin — Fri, 03 Feb 2012 19:13:55 +0000

I had to read “Linear Algebra and Its Applications” by David Lay for the Linear Algebra 1 class in my first semester in University. So this is a gentle introduction to Linear Algebra. The book doesn’t assume a lot of [...]