Recent content by hardlianotion

Worth looking up the Kelly Criterion and variants of this to help your money management. This is an approach to sizing your bets to maximise your long-term bankroll.

Oh yeah, and you'll find Dickey-fuller test in R, of course.

Matlab is good for most stuff, but is expensive for an individual. Mathematica is much better for symbolic maths, and is not so well known for its suitability for building analytic systems. Also expensive. R is a statistical package that is used in many academic institutions and very widely...

Grand. I'll do that.

I will have a look at your engine over the next few weeks (when I get back from holiday). I am just starting out on my own work; seeing someone else getting their own house in order is inspiring. I am going for python and C++ for performance critical bits (if this ever gets important). An...