Programming
Awk Cheat Sheet: https://www.shortcutfoo.com/app/dojos/awk/cheatsheet
Bash Cheat Sheet for UNIX Systems: https://gist.github.com/LeCoupa/122b12050f5fb267e75f
Git Cheat Sheet: Atlassian, GitHub.
Grep Cheat Sheet: https://ryanstutorials.net/linuxtutorial/cheatsheetgrep.php
Maven Quick Reference Card: https://maven.apache.org/guides/MavenQuickReferenceCard.pdf
Pandas. Minimally Sufficient Pandas, Minimally Sufficient Pandas Cheatsheet, Data Wrangling with Pandas, Python for Data Science Pandas Basics, Kaggle Pandas Cheatsheet.
Python style guide.
RStudio. RStudio Cheat Sheets.
Scoop Quick Start: https://github.com/lukesampson/scoop/wiki/Quick-Start
Sed Cheat Sheet: https://gist.github.com/ssstonebraker/6140154
SQL Cheat Sheet: https://jrebel.com/rebellabs/sql-cheat-sheet/
Vim Cheat Sheet: https://vim.rtorr.com/
wget tutorial: wget -mkEpnp -e robots=off [link]; https://www.thegeekstuff.com/2009/09/the-ultimate-wget-download-guide-with-15-awesome-examples
Things on Mind
- Expectation Maximization algorithm: A short tutorial on the conceptual framework, Parameter estimation for Gaussian mixture and HMM, The original paper by Dempster, Laird & Rubin (1977).
- ExtractAlpha Risk Model.
- UCSD China Data Lab.
- Billionaire James Simons: Quantitative Investment Strategy, Career and Trading (2019), Conquering Wall Street with Mathematics (2017).
- Doing residual analysis post regression in R
- Commonly used distributions and transformations: Pearson distribution, Fisher transformation.
- Ingrid Brady: Residual analysis.
- Quick-R: Regression Diagnostics.
- car: Functions to accompany J. Fox and S. Weisberg, An R Companion to Applied Regression, 3rd edition, Sage.
- influence.ME: Tools for detecting influential data in mixed effects models.
- olsrr: Tools for building OLS regression models.
- https://waxworksmath.com/
- Performance v. Turnover: A Story of 4,000 Alphas
- Elliott and Timmermann. Economic Forecasting. Princeton University Press (April 2016). Amazon.
- Allan Timmermann. Forecasting methods in finance.
- Eilliott and Timmermann. Forecasting in economics and finance.
Last updated: 2019-11-01