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somebenon Restricted Navigation Reader for Exercise

PDF & Markdown viewer with intentionally restricted navigation, so you can mash the buttons easily on a tablet while exercising.

somebenon The Usefulness of Reinforcement Learning in Finance (2018) [pdf]

Wow 2007 called and wants its Ornstein-Uhlenbeck back.

somebenon TextCraft, Slack as old-school MUD client

I added Discworld to TextCraft.

somebenon TextCraft, Slack as old-school MUD client

Adding right now.

somebenon TextCraft, Slack as old-school MUD client

Hmm, do you have a specific example? (Of the MUD and client?)

somebenon TextCraft, Slack as old-school MUD client

That would be slick. However I think Slack keeping up with nice clients on every platform imaginable is a nice way to piggyback.

somebenon TextCraft, Slack as old-school MUD client

Great thanks. I'll add links to the homepage.

somebenon TextCraft, Slack as old-school MUD client

I've been tempted to send a "look" or "inv(entory)" command to keep-alive a session. Hmm...

somebenon Skream, online time-series Clojure library with sketches

Will try to put together some benchmarks for the cooler sketches & summary stats. Doing mutual information across two millisecond streams could be pretty convincing!

somebenon Mellow, the robotic sous-chef

Most important comment on this thread.

somebenon Ask HN: Closed captioning API

Thanks!

somebenon Deeply Moving: Deep Learning for Sentiment Analysis

New Ruby module on Github to import & parse the treebank corpus: https://news.ycombinator.com/item?id=6395420

somebenon Google Search Terms Can Predict the Stock Market

Check out the behavioral finance literature, like the Shleifer book: http://www.amazon.com/Inefficient-Markets-Introduction-Behav...

somebenon Google Search Terms Can Predict the Stock Market

When people use derivatives to hedge their exposure to "bad things happening" and the market is not very liquid (i.e. BTC), arbitrage opportunities can persist. For example, if there is no buyer at an out-of-the-money option strike price I know is overpriced, then the market cannot correct itself even though I am "right." When these mis-pricings stick around for a while, the eventual corrections are often much more extreme. Derivatives reduce overall volatility when the spot market is mature and liquid, which is a far cry from MtGox right now.

somebenon Google Search Terms Can Predict the Stock Market

Logistic regression and other parametric, non-regularized linear learners tend to do poorly with NLP forecasting -type modeling. (They usually overfit.)

somebenon Google Search Terms Can Predict the Stock Market

That Twitter paper has been torn to shreds over the last couple of years. Here is me snarking: http://blog.someben.com/2011/05/sour-grapes-seven-reasons-wh...

somebenon Google Search Terms Can Predict the Stock Market

What is your source for the ole' "derivatives reduce volatility in the spot market" assumption?

somebenon Google Search Terms Can Predict the Stock Market

Or it would cannibalize their real business, reputation-wise. Imagine if Quicken started trading TurboTax data...

somebenon Google Search Terms Can Predict the Stock Market

Out-of-sample backtest or it didn't happen. Out of a bunch of random search queries, chances are several of them will be "predictive" of futures moves in an index. Big whoop.

somebenon A High Frequency Trader's Apologia, Part 1

Kinda an obvious introduction to order books. Later I hope he gets into the rebate mechanism:

http://www.interactivebrokers.com/en/accounts/fees/NYSEstkfe...

Note that you get PAID for placing certain types of orders.