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Computational Investing with Dr Tucker Balch

Just completed a 8 week track to build computational models for back testing trading strategies, event profiling, portfolio optimization, and simulation of trading strategies to analyze portfolio performance and risks. It was a great course and Dr Tucker Balch is awesome at mixing the theoretical and practical aspects of the subject matter.
The course introduced me to some new concepts and how to implement them and from here the fun starts as I look for other use cases and investment strategies where I can apply the knowledge from this course.

I look forward to Module 2 on Computational Investing which will be focused primarily on how to implement Machine Learning in Algorithmic Trading. Here are some of the useful links if you want to follow more on this subject and the instructor.

 https://lucenaresearch.com/
 http://www.cc.gatech.edu/~tucker/
 http://augmentedtrader.wordpress.com/author/tuckerbalch/
 http://wiki.quantsoftware.org/index.php?title=QuantSoftware_ToolKit
https://code.google.com/p/cep-trader/



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Iteration 1


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Iteration 4

Iteration 5


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