The Equal Weights Theorem proves that provided you know the direction of causality, assigning equal weights to each predictor variable is almost as good as linear regression. I suspect this is strongly related to the success of the top 10 predictor.

How to get Dreadful SQL performance

10 things statistics …

Estimating the conversion rate of an advertisement placed in a fixed slot on a webpage is a well studied problem, and one I've discussed at length. For those who haven't seen, here are some slides which might help.

In the real world, however, it's not always the case that an …

I'm currently located in India. Most of my servers are in the US. Due to my location, I have to deal with crappy wifi connections (in the past hour I switched from NETGEAR1 to NETGEAR2), high latency, disconnections and the like. Often I'm stuck tethered to my phone, which occasionally …

The operating system: should there be one?

Why Gilt uses Scala

Frequentists are closet Bayesians

Japan has the most awesome reality TV. Can 3 olympic fencers defeat 50 untrained swordsmen? Watch the video to find out.

Rogoff critiques Piketty. This is much the same as my fundamental critique - Piketty has …

I hate to continue discussing Piketty's book, but it seems to be entering the culture. Not only that, but people who read the book (or at least various book reviews) seem to be gaining a lot of misconceptions from it. Having read approximately half the book, I certainly understand part …

What I Wish I Knew When Learning Haskell 2.0, by Stephen Diel.

The Control Group is Out Of Control

Zachary David has a nice series of posts on HFT. Yes, I'm getting sick of the topic too.

Win-vector has some nice thoughts on a/b testing and bandit algorithms …

So far, Scala 2.11 the most painless major version increment I've seen. Most of my projects compile with no problem. The following is one of the few actual errors I've run into:

[error] /home/stucchio/src/breeze/src/main/scala/breeze/linalg/DenseMatrix.scala:51: in class DenseMatrix, multiple …

One of the more enduring memes about algorithmic trading is "quote stuffing". Occasionally an HFT will submit and then cancel a quote thousands of times in a second.

The folks at Nanex, ZeroHedge (from where we linked this image) and other such locations spread a lot of heat about this …

Everything you think you know about test prep is wrong. Specifically, test prep does almost nothing for test scores, there is little variation in test prep by income, and black people use it more than whites.

The AAA Tranche of Subprime Science

Surprising facts about income inequality

Barratry (about a …

Thomas Piketty's new book, Capital in the 21st Century has been making the rounds. Full disclosure: I have not yet read it.

According to all the reviews of the book, Piketty's fundamental conclusion is that r, the rate of growth of capital, exceeds g, the rate of growth of the …