Feature scaling in python using scikit-learn

In my previous post, I explained the importance of feature encoding and how to do it in python using scikit-learn. In this post, we are going to talk about another component of the preprocessing step in applying machine learning models which is feature scaling. Very rarely would you be dealing with features that share the …

Feature encoding in python using scikit-learn

Note: You can now subscribe to my blog updates here to receive latest updates. A key step in applying machine learning models to your data is feature encoding and in this post, we are going to discuss what that consists of and how we can do that in python using scikit-learn. Not all the fields in your …

Difference between supervised and unsupervised learning models

Note: You can now subscribe to my blog updates here to receive latest updates. In my introductory post about machine learning (ML), I listed a bunch of ML models by their output (regression, classification and clustering). These models can be classified differently as either supervised or unsupervised learning models. Supervised learning models In a supervised learning model, …

A brief overview of machine learning

Note: You can now subscribe to my blog updates here to receive latest updates. A few years ago, ‘big data‘ was the latest buzzword. Since about a year or two ago, we have moved on to ‘machine learning‘ (and blockchain). Machine learning (ML) is nothing new. It has been used for at least a few decades but …

Python api for getting market and financial data from IEX

Most of you have probably heard about IEX: The Investors Exchange. IEX is the exchange started by Brad Katsuyama who was the protagonist of Michael Lewis’s famous book Flash Boys (review). Just last year, IEX scored a major win when SEC approved its application to register as a national securities exchange. As time passes by, IEX …

Book Review: Efficiently Inefficient by Lasse Heje Pedersen

One of the first few books that I read about asset management firms and hedge funds was Inside the Black Box (Review | Amazon) by Rishi Narang. It was a great high level book which covered all the different components of a hedge fund such as market data, backtester, order management system, risk models, portfolio …

Book Review: The WSJ Complete Money and Investing Guidebook

Note: You can now subscribe to my blog updates here to receive latest updates. If you had asked me to discuss bonds on the first day of my first job, I would have probably started talking about ionic or covalent bonds that I had learnt in  my high school chemistry class. I knew close to …

Understanding list, set and dict comprehensions

Just few days ago, you were having a good time with your friends and counting down to 2017. Few days have passed and you are left with a typical cold snowy day in January. You are busy writing code for a high profile project at work. Suddenly, a situation arises where you need to create …