Dr. Ash Booth


Launch a GPU instance on AWS, SSH into it and set up TensorFlow.

I will assume that you have an AWS user account with admin rights and have downloaded the accessKeys.csv file.

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This post is the first in a series that will explore the forecasting of stock prices using machine learning (ML) methods (for a quick intro to ML see my previous post).

Price prediction or, more generally, models for generating alpha are not the best use of ML in the quantitative trading process.

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What’s in store… [0.09]

Posted on Nov. 2, 2014, 11:11 p.m. by Dr. Ash Booth @ [source]

Firstly, apologies. However, the objective of this work was not to build a Skynet type device that provides magical insight into the equity markets.

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What is machine learning? A simple introduction [0.17]

Posted on July 2, 2014, 4:40 p.m. by Dr. Ash Booth @ [source]

Even amongst practitioners, there is no truly well accepted definition for machine learning.

Pioneer machine learning researcher Arthur Samuel defined machine learning as: “the field of study that gives computers the ability to learn without being explicitly programmed”.

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Streamlining your LaTex workflow with LaTexMK [0.10]

Posted on June 12, 2014, 9:50 a.m. by Dr. Ash Booth @ [source]

It’s been a *long* time since I last wrote a post and that’s mainly because I’ve been frantically writing my thesis. It’s tedious but fear not, I’ve since grown tired and (like a good little computer scientist) managed to automate the process using a tool called latexmk to dramatically improve my latex workflow.

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Limit Order Books – An introduction [0.18]

Posted on Feb. 5, 2014, 6:56 p.m. by Dr. Ash Booth @ [source]

In a CDA a seller may announce an offer or accept a bid at any time and a buyer may announce a bid or accept an offer at any time. In modern financial markets, this function is performed by a uniform trading protocol known as the limit order book (LOB), whose universal adoption was a major factor in the transformation of financial exchanges.

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What happens inside a quantitative hedge fund? [0.06]

Posted on May 10, 2013, 11:42 a.m. by Dr. Ash Booth @ [source]

Those of us working in academia have a tendency to try and do everything ourselves, often reinventing the wheel in the process. Their job is to generate models and ideas that systematically capture investment opportunities and to develop algorithms based on these ideas.

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So you want to predict the stock market… [0.11]

Posted on May 2, 2013, 6:25 p.m. by Dr. Ash Booth @ [source]

At least once a week, a Google Scholar Alert pops into my inbox featuring another bored academic that though they’d try using their “expertise” to “predict the stock market”.

Some (usually 5) simple technical analysis indicators are used on unprocessed daily price data to create some features for the new super-algo.

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Food For Thought [0.25]

Posted on March 16, 2013, 4:59 p.m. by Dr. Ash Booth @ [source]

Like many people, I’m sure, when I get home after a long day’s work I often find it hard to switch off. It’s hardly surprising that after nine hours or so of programming, pondering and problem solving we find it hard to relax.

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Trip to Mupe Bay [0.24]

Posted on Dec. 9, 2012, 10:53 p.m. by Dr. Ash Booth @ [source]

So back in September, along with a few good friends, I took trip down to Mupe Bay to escape work and get a final session of spearfishing in before the season ended.

In case you don’t know, Mupe bay is about a half hour walk east from Lulworth cove (which is about 8km SW of Poole).

beat beautiful gosh jollity laughs night sea sunrise swim tales