Programming
Awk Cheat Sheet: https://www.shortcutfoo.com/app/dojos/awk/cheatsheet
Bash Cheat Sheet for UNIX Systems: https://gist.github.com/LeCoupa/122b12050f5fb267e75f
Grep Cheat Sheet: https://ryanstutorials.net/linuxtutorial/cheatsheetgrep.php
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