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Docker I’ve talked about this topic in the past but decided to write another post with some practical ideas. To recap, containerization software Docker is a program that provisions and executes OS-level virtual machines. It runs within a system and gives the user the access to independent developing and run-time environments. For individual app...

Basic Idea While getting more interested nowadays in trading system design, I want to share today what I’ve been thinking and implementing so far, as basis of entering the grand regime of the quant trading world. In previous post, I said that simple models are often better models. That usually makes the implementation of model less big of a deal...

Docker The idea of containerized application/process has been thriving for the past few years. Basically it’s a separation of concerns – you start from scratch, install things you need for you application, and only need to worry about the local env within the container. You can build your Docker image (the VM) incrementally with version control...

The problem of overfitting is ubiquitous. In the world of quantitative trading, its impact can be devastating. On the modest side, the signal degredates very fast; on the extreme side, you lose money. Overfitting is the most severe when you optimize your model parameters by maximizing some kind of objective function, no matter if it’s gain, shar...

审美是主观的, 但是总有一些东西是大家普遍觉得更”美”的. 我自己由于工作性质和个人爱好两方面的原因, 平时大部分时间都是对着Mac或者Ubuntu下的Terminal做事情. 从最基本的bash脚本, 到工作上用到的R, Python等等, 都离不开终端窗口和Vim. 甚至我的个人博客, 都是建立在github上的, 所有的markdown格式我都使用Vim编辑. 既然每天对着的东西, 肯定希望有一个漂亮的界面, 让自己身心愉悦. 所以这篇博客, 就总结一下自己长期以来为了让界面更漂亮, 而使用的一些设置技巧和工具. 首先抛弃了Ubuntu和Mac下的默认Terminal, 而更换为Terminator(Ubuntu)或者iTerm2(Mac). 其中Terminator可以直接...

I realize that turning natural language to sql queries isn’t what nlp is all about, but it’s an interesting sub-problem. It has some constraints – for example, it expects the input to be questions related to data. On the other hand, database has to exist for your question, even some of the weirdiest ones. To that extent, nlp invoking search engi...

I found this Github Gist pretty useful. After exporting the xml file from wordpress admin account, you can call the wordpressxml2jekyll.rb like ruby wordpressxml2jekyll.rb wordpress.xml Then you should be able to find a folder named _posts under your current directory. I have to admit it’s not perfect and you’d be better off using wordpress pl...