

Stream Processing with Messaging Systems

A general introduction to stream processing

Upcoming New York Data Events (Summer, 2014)

Reinforcement Learning in R: Markov Decision Process (MDP) and Value Iteration

Reinforcement Learning in R: An Introduction to Dynamic Programming

Market Microstructure 3: The Roll Model (1984)

Market Microstructure 2: An Overview

Market Microstructure and HighFrequency Trading: Part 1

Statistics with Julia: Least Squares Regression with Direct Methods