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BLACKARBS LLC

BLACKARBS LLC: Profitable Insights into Capital Markets

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Profitable Insights into Financial Markets

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May 09, 2017

Can We Use Mixture Models to Predict Market Bottoms? (Part 3)

May 09, 2017/ Brian Christopher
Can We Use Mixture Models to Predict Market Bottoms? (Part 3)

Post Outline

  • Recap
  • Webinar Hypothesis
  • Anaylsis/Conclusions
  • Jupyter (IPython) Notebook
  • Github Links and Resources
Read More
May 09, 2017/ Brian Christopher/ Comment
Python, Quant, Research
SPY, QQQ, TLT, EFA, EEM, GLD, GMM, Mixture Models, Gaussian Mixture Models, QuantInsti, Webinar
April 04, 2017

Can We Use Mixture Models to Predict Market Bottoms? (Part 2)

April 04, 2017/ Brian Christopher
Can We Use Mixture Models to Predict Market Bottoms? (Part 2)

Post Outline

  • Recap
  • Model Update
  • Model Testing
  • Model Results
  • Conclusions
  • Code
Read More
April 04, 2017/ Brian Christopher/ 4 Comments
Python, Research, Quant
ETF, Mixture Models, Gaussian Mixture Models, Gaussian, algorithmic trading, SPY, TLT, DIA, QQQ, ACWI, EEM
April 02, 2017

Can We Use Mixture Models to Predict Market Bottoms?

April 02, 2017/ Brian Christopher
Can We Use Mixture Models to Predict Market Bottoms?

Post Outline

  • Recap
  • Hypothesis
  • Strategy
  • Conclusion
  • Caveats and Areas of Exploration
  • References
Read More
April 02, 2017/ Brian Christopher/ 13 Comments
Education, Python, Quant
Mixture Models, Gaussian Mixture Models, algorithmic trading, market, ETF
March 20, 2017

Intro to Expectation-Maximization, K-Means, Gaussian Mixture Models with Python, Sklearn

March 20, 2017/ Brian Christopher
Intro to Expectation-Maximization, K-Means, Gaussian Mixture Models with Python, Sklearn

Post Outline

  • Part 1 Recap
  • Part 2 Goals
  • Jupyter (IPython) Notebook
  • References
Read More
March 20, 2017/ Brian Christopher/ Comment
Python, Quant, Education
Expectation-Maximization, EM, K-Means, GMM, Gaussian, Gaussian Mixture Models, Mixture Models
February 22, 2017

Introduction to Hidden Markov Models with Python Networkx and Sklearn

February 22, 2017/ Brian Christopher
Introduction to Hidden Markov Models with Python Networkx and Sklearn

Post Outline

  • Who is Andrey Markov?
  • What is the Markov Property?
  • What is a Markov Model?
  • What makes a Markov Model Hidden?
  • A Hidden Markov Model for Regime Detection
  • Conclusion
  • References
Read More
February 22, 2017/ Brian Christopher/ 26 Comments
Education, Python, Quant, Research
Hidden Markov Models, markov models, regime detection, sklearn, networkx, Hidden Variables
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