Correlation is a rather tricky subject. Using visual inspection, what would you say the correlation between the returns of security 1 and security 2 in the left chart and between security 1 and security 3 on the right chart is?


Sourcing, cleaning and storing data are often the most time-consuming steps of data science pipelines. Using and calibrating models has become fairly convenient over the past decade, but the “plumbing” parts of the process can often be quite painful. When you experiment with new data to evaluate a potential project…


Statistics is not known for good jokes, but this one is worth a try as it touches on today’s topic: “There are two kinds of people in the world. 1) Those who can extrapolate from missing data.”

As any experienced data scientist will confirm, 80% of the work of building…


Nothing says festive season quite like a post on statistics and programming! Welcome to the inaugural Technical Tuesday, a fortnightly series on data science, machine learning and programming with Python. I am often asked about topics in those areas and if I have some good answers I plan to share…


All you need is 25 years’ worth of Fed text data, Python and OpenAI’s new deep learning language model labelled “too dangerous to release”

It took an AI language model barely a few hours to learn how to create fake monetary policy statements like the ones regularly issued by the Federal Reserve. The open-source model can also mimic “Fedspeak” when given a few words with which a statement is meant to begin, e.g. …


The fastest-growing category of data is unstructured, e.g. text and images. In finance many still rely — almost exclusively — on traditional, numeric time-series of prices and fundamental data. How can we access these growing sources of untapped, alternative data? …


Part II of a series on building a free, automated dashboard of real-time macroeconomic indicators

In part I of this series we created an automated process for sourcing and wrangling economic data from convenient sources such as the Quandl API, the slightly more challenging data sets from the Reserve Bank of Australia all the way to really difficult sources such as the German Bundesbank.

In…


Part I of a series on building an automated dashboard that monitors the health of the global economy

Platforms like Kaggle offer a great way of learning about data science and applying machine learning algorithms to real problems. …


Crypto markets are going through another bear market. Almost anyone can make money in a bull market, but falling prices tend to separate the wheat from the chaff. The good news is that this also creates opportunities for both traders and investors. Traders who are bold and skilled enough to…

Marcel Dietsch

Head of Quantamental Analytics @MarexSpectron . Machine learning. Quant strategy. Commodities. Python 🐍. Ex-hedge fund PM. PhD @UniofOxford . Views my own.

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