Just a place to write
During Q2 I’d been learning about Machine Learning on Kaggle. This quarter, and taking into account all things happened with my son Ariel (he had his heart operation), I have decided to focus on the writing a couple of books I have in my mind: One notebook about Wardley maps. One book about all happened with Ariel … Read more
This post gather the analysis of data done with market breadth data, VIX, DIX and GEX. They are moved into a Long Short Term Memory (LSTM) neural network, that is a recurrent neural network. You can check the code and read how the whole thing is done. Input data The used features as input are: … Read more
The name of this novel comes from the problem generated by 32-bit integer where the digital representation of the time in many digital systems goes from 00:00:00 UTC on 1 January 1970 to 03:14:07 UTC on 19 January 2038. After that time these systems cannot encode more seconds. The book covers different angles of the … Read more
This is the third version of a code I have started to write while learning the concepts of Machine Learning. Changes with respect the previous versions Shift(-1) have been removed for the SPX price, I consider is an error to add it. I have added data related to DIX, GEX (since 2011) and VIX (since … Read more
This post is an exercise to learn how to predict using different data on a machine learning model. Background Market breadth data and indicators are very popular in the investment world. I find them useful, and as I know them, I will use them as basis to experiment machine learning models. Data Analysis I have … Read more
This was the question it came to me yesterday. I’m using Kaggle to learn and to execute some basic scripts, and it’s a great environment, but it’s not ready for working on several scripts that require some type of organization and power. So I was looking for places where I could run my Jupyter notebooks. … Read more
This is the first version of an analysis I wanted to perform with the main purpose of learning. By this reason I have limited the number of input data and operations to the minimum. To do something different I will be looking for correlations between the two main dark pool indexes: DIX and GEX Indexes. … Read more
This post is a combination of a “Peter Lynch” personal view using Wardley maps to reflect some of the things I discovered around Pepsi and its Alvalle brand. Background Alvalle is a brand acquired by Pepsi in 1999. They basically produce Gazpacho and Salmorejo (the original recipe comes from Córdoba, Andalusia). Both recipes are very … Read more
There are different techniques or models to solve these type of problems. We can divide the type of models using this diagram: Traditional Time Series forecasting techniques Recursive: we can make predictions for tomorrow, the day after… to do the prediction of day #4 we will predict first #1, then #2, then #3 and then … Read more
The reason I like this type of solutions I studied electronic engineering and at the end of the degree I did a project to obtain the grade related to maintenance in an industry factory. I implemented a solution based on Lotus Notes where you could schedule the preventive maintenance activities, track the incidents, the inventory, … Read more