This article is accompanied by a Google Colab notebook, which contains all the code and additional mathematical details. You can find the notebook here: https://colab.research.google.com/drive/15JsLw-JwXViKdNaWCrW24_vaBVjZ1ZTR?usp=sharing What Will You Learn in This Article? In this article Read more…
Backtesting is an incredibly powerful tool that can be used to understand how our trading algorithms might fare in the real world (might is the key word). However, if you’re a data scientist coming from Read more…
In God we trust. All others must bring data. Backtesting is probably the single best method we have to quickly evaluate new trading strategies. However, if used incorrectly it can be our greatest weakness — guiding us Read more…
Pierre studied a masters in mathematics and computational finance at Oxford University before joining BlackRock as an analyst. Pierre competed in the Text Prediction Challenge and won several weekly feature prizes for his creative approaches. Read more…
Team Convexy competed in the UK Data Science Varsity. The team was comprised of two London School of Economics (LSE) students: Artur and Wian. Artur is currently a Global Markets Analyst at Deutsche Bank and Read more…
Thanish Batcha is a research analyst at Amazon and competed in the Text Prediction Challenge, finishing in 1st place. He had the following to say about his experience: This was my first competition in Quant-quest Read more…
Using_Topic_Modelling_to_Analyse_10_K_Filings_v3 Using Topic Modelling to Analyse 10-K Filings - Auquan¶ by Wian Stipp 1. Getting The Data¶ 1.1. Install Relevant Packages¶ In [0]: #prevents printing the install messages %%capture !pip install sec-edgar-downloader !pip install html2text In [0]: Read more…
Using Topic Modelling to Analyse 10-K Filings In this article we explore the subject of topic modelling, as well as an application to analysing trends in company 10-k filings. A Google Colab file with all Read more…
We are excited to announce that Auquan is launching a new referral system. This new system will allow you to be rewarded for inviting people onto our competition, who later go on to win prizes. Read more…
What is a company’s Annual Report? An Annual Report is a document produced by all companies with shareholders. The report details how the company is run (its operations) and it’s financial health. It will also Read more…
In this notebook we'll be creating a feature to identify which news articles contain references to a certain semantic idea. We could do this for any idea/concept e.g. Resignation, War, Earthquakes, Corona Virus! For the sake of this example we're just going to pick one topic: 'war in the middle east' that we hypothesise might be predictive of oil prices
Whilst installing the competition toolbox should be a simple process, there are some problems you might fall into. In this guide, you will find step by step instructions for installing the toolbox. The examples use Read more…
When we are working with historical data we often want to manipulate the data to improve our model performance. One way of doing this is to create new features. To optimise how features are calculated Read more…
This article is part of a series looking into how the Auquan toolbox and template files work. This function does exactly what it says on the label: it gets predictions. Specifically, the getPrediction function will Read more…
This article refers to a problem in Quant-Quest’s Uk Data Science Varsity and Asia Invitational competition. You can view the problems and code along here Introduction There are several approaches to text building text summarises. Read more…