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Engineering Alpha

Sofien Kaabar, CFA

Sharing in-depth machine learning, quantitative, and technical market knowledge.

Platform
Substack
PricingFreemiumPublishesDaily
Issues1460SubscribersRead abouttrading.substack.com

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Latest Issues

Recent posts by this newsletter. Browse the email archive.

Understanding Wavelet Transforms

Discussing Wavelet Transform for Time Series Analysis

6 days ago
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The Signature Transform: A Practical Introduction for Time Series

Introduction to a Different Time Series Concept

7 days ago
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DBSCAN in Time Series: Finding Regimes, Motifs, and Weird Stuff

Finding Without Predefining “How Many”

8 days ago
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My Key Takeaways from Machine Trading by Ernest Chan

When I first picked up Machine Trading by Ernest P. Chan, I wasn’t looking for inspiration. I was looking for clarity.

9 days ago
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Authors

The writers behind this newsletter.

  • Sofien Kaabar, CFA

    Quantitative Researcher | Author of Deep Learning for Finance: https://amzn.to/3CMYttv

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