Irene Aldridge on how to create eigenportfolios in Python step-by-step
A case study on the S&P 500:Read More →
Use Neural Networks to be more Precise in Technical Analysis
By Irene Aldridge Once you add Neural Networks to your existing analytical toolset, you can benefit from detecting patterns in data that cannot be captured otherwise. This article shows, with IBM as an example, how using Neural Networks unlocks statistical insight, you could not have achieved without it. Technical analysis is a discipline that has managed to survive it all over more than 100 years. Starting from the 1920s, and possibly even earlier, technical analysts persevered at distilling meaning from patterns in the data. Numerous generations of quants declared technical analysis to be dead, only to resurrect it in various Auto-Regressive Moving Average (ARMA) specifications. Read More →
Irene Aldridge’s latest book, “Big Data Science in Finance” (with Marco Avellaneda, Wiley, 2021) is here!
Our book, Big Data Science in Finance (http://bigdatafinancebook.com) is here next week! In addition to quant applications, latest research and ready-to-use code, you can now get a shirt, too! http://www.bdfbook.com/#merchandiseRead More →
Irene Aldridge launches a YouTube channel
Irene Aldridge, a co-author of the forthcoming book “Big Data Science in Finance” has launched her very own YouTube channel where she discusses her latest research in the areas of Big Data, Artificial Intelligence and Finance. Please subscribe here to receive updates: https://studio.youtube.com/channel/UCMYuhgyMhzkw5tBIyEa2p3g Aldridge has a seasoned portfolio of TV appearances, including CNBC, CNN, and even Comedy Central. Aldridge is looking to make her research more accessible through video clips and offerings. Please share with your colleagues and friends!Read More →
Irene Aldridge spoke at Cooper Union
Irene Aldridge was invited to speak at her Alma Mater, Cooper Union for the Advancement of Science and Art, on the subject of Big Data in Finance. Irene spoke about why engineers are a natural fit for Big Data in Finance and what skills are required for Big Data jobs and why.Read More →
Irene Aldridge on Spectral Clustering in Crypto
And why it is cool… Watch here:Read More →
How to Portfolio-Manage the Risks of Surging Cryptocurrencies
By Irene Aldridge, co-author of “Big Data Science in Finance” (Wiley, 2020) The NYPost reported on November 5, 2020, just two days after the still-inconclusive U.S. Presidential Election, that “Bitcoin rallies past $15,000 for the first time since January 2018”. Bitcoin is just one of now many cryptocurrencies, “crypto” for short. Other cryptocurrencies, like Ethereum, XRP, Chainlink, and many others are surging as well, offering investors an opportunity for unparalleled returns. The surge in may seem random to some, but it also may have very strong fundamentals rooted in the current political landscape. This article makes a case for Crypto becoming a stronger performer inRead More →
Irene Aldridge Named to the Editorial Board of the Journal of Financial Data Science
“I am deeply honored to be part of such an exciting and dynamic Journal” – Irene Aldridge on joining the board of the Journal of Financial Data ScienceRead More →