Given my background, I have been asked over and over my opinion about Bitcoin and Blockchain, both from highly skilled Financial professionals to ‘friends and family’. The debate on cryptocurrencies has been extremely polarized; Evangelizer: “Bitcoin’s structure is very ingenious. The paper money disappears, and crypto-currencies are a much better…

Recently I have been asked about using private company public data information for financial purposes (which could range from credit scoring to potential private equity investment). In the UK all companies have to register at the Companies House in a process that usually takes minutes, but: “At the moment, the…

I write this as precautionary tale intended to Engineering undergraduate students interested in the areas of Data Science and Artificial Intelligence (initially given as a guest lecture at Mexico’s ITAM video-link in Spanish) Data Science is supposed to be the intersection of Computer Science (hacking, understanding databases), Math and Statistics…

(2021–02–16: Update — I added a link to the Yahoo Financial charts on the First table; clicking it takes you to the price plot for the stock) Using the code published in (Demystifying) Sentiment Analysis in Finance I developed an automatic script that reads the ‘hot’ posts in r/wallstreetbets, identifies…

On Wednesday 24 of July 2019 I gave a talk to undergraduate students and King’s College in London:

This article is the second in a series co-authored by Gerardo Lemus from Quanto and Kumar Suppiah of Project Jarvis. Project Jarvis is a pre-incorporation stealth mode digital asset trading startup supported by Quanto. Gerardo does the quantitative heavy lifting while Kumar tries to break it down into layman’s terms…

What do wine snobs, and Chinese anti-corruption laws have to do with failed statistical arbitrage? Just by reading the previous line aloud I am sure most of the readers already have either fallen sleep or clicked out of this blog. I have written in the past about the perils of…