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Adventures in Financial Data Science: The Empirical Properties of Financial and Economic Data

Adventures in Financial Data Science: The Empirical Properties of Financial and Economic Data

This book provides insights into the true nature of financial and economic data, and is a practical guide on how to analyze a variety of data sources.

2022

Graham L. Giller

Graham L. Giller

Stories

Graham Giller
in
Adventures in Data Science

Utility Theory is Just a Scheme for Weighting the Statistical Moments of the Distribution of…

It Makes Exactly as Much Sense as Mean-Variance Optimization, but is a Bit More General

7 min read3 days ago

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Utility Theory is Just a Scheme for Weighting the Statistical Moments of the Distribution of…

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Graham Giller
in
Adventures in Data Science

Can Non-Stationarity Rescue the Normal Distribution?

What Would Returns Data Look Like under two Available Flavours of Non-Stationarity?

8 min readMar 19, 2024

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Can Non-Stationarity Rescue the Normal Distribution?

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Graham Giller
in
Adventures in Data Science

(Almost) Everything they Teach you about Quantitative Finance is Wrong

Here’s Why…

2 min readMar 11, 2024

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(Almost) Everything they Teach you about Quantitative Finance is Wrong

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Graham Giller
in
Adventures in Data Science

The Market’s Not Normal: Part 2

Some Statistical Philosophy on Estimation Methods and Outlier Remediation Procedures

12 min readJan 20, 2024

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The Market’s Not Normal: Part 2

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Graham Giller
in
Adventures in Data Science

The Market’s Not Normal, Part 1

Let’s Stop Pretending that It Is!

12 min readJan 4, 2024

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The Market’s Not Normal, Part 1

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Graham Giller
in
Adventures in Data Science

Financial Data Science in Python

Introducing the GitHub Repository

9 min readJan 2, 2024

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Financial Data Science in Python

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Graham Giller
in
Adventures in Data Science

My GitHub Repository and Upcoming Writing

What I’ve Been Writing About, and Where, During 2023

5 min readDec 20, 2023

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My GitHub Repository and Upcoming Writing

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Graham Giller
in
Adventures in Data Science

Repeated Kelly Betting and Dividend Policy

Is it optimal to pay yourself back from trading profits?

7 min readAug 5, 2022

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Repeated Kelly Betting and Dividend Policy

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Graham Giller
in
Adventures in Data Science

Optimal Barrier Trading With and Without Transaction Costs

A Talk I Gave to Columbia University’s Practitioner's Seminar Series

10 min readApr 25, 2022

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Optimal Barrier Trading With and Without Transaction Costs

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Graham Giller

Good survey of the reality of the data.

1 min readApr 6, 2022

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Graham Giller

Graham Giller

Book Author

Predicting important variables about companies and the economy, I turn data into information. CEO of Giller Investments.

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