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jmount

Data Scientist and trainer at Win Vector LLC. One of the authors of Practical Data Science with R.

Sorting Used in Anger

“Sorting Used in Anger” (A rambling glimpse into the mind of a theorist) Author: John Mount 4-24-2008 The other day I had a bit of time to kill before an appointment. Luck was with me: there was a nearby bookstore and I was able to pass some of the time […]

Paper on stock trading

author: John Mount I have finally written up and released a paper in PDF: Automatic Generation and Testing of Trades describing a lot of the statistics and optimization methods used when I was technical trading on a Banc of America Securities proprietary program trading desk.  It was a very exciting […]

New Paper

author: John Mount Nina and I just finished up our analysis of some of the statistical difficulties encountered by users of Google AdSense. It came out a bit long- but we found the right statistical reference to prove that there are real barriers to understanding in this market. The paper […]