Knowledge
Opacity
Uncertainty

A Blog about data, python and epistemology

Inference, Forecast and Action in the Quantitative Era

Data, models and drivers for a travel full of pitfalls


Statistical inference in the non-light tailed world

Why be suspicious of the sample standard deviation and not rely on the sample kurtosis


Fat tails, Bitcoin and the Stock market

An Extreme Value Theory approach to analyze the negative returns of SPX and BTC


Case Fatality Ratio (CFR) of Covid-19

Some considerations and insights about the ongoing estimate of the CFR.


Automated monitoring of the current weights of a portfolio

An efficient way to know if we are diverging from the initial asset allocation


NumPy and Pandas recap

The most important scripts for an efficient Data Analysis in Python


Do not neglect the effects of a negative skewness

A closer look to the negative skewness of SPY ETF daily returns


Outliers detection (Part 2)

Extreme value analysis on Airbnb listing prices


Exploratory data analysis (EDA)
on a Airbnb dataset (Part 1)

EDA applied on a New York 2019 Airbnb listings dataset


Implementation of Principal Component Analysis (PCA)

with scikit-learn and Matplotlib


PCA on Iris dataset
with a KNN Classifier

How to reduce dimensionality and plot the data


Stochastic wealth process simulations

The ensemble wealth process: considerations


Popolazione e mortalita' infantile
(A study in italian language)

Alcune note sull'andamento della popolazione e mortalita' infantile


Expected life (A study in italian language)

Aspettativa di vita in Italia e nel Mondo


A math quiz ()

Math quiz with Jupyter


Unreality of the Black-Scholes Model (italian)

The price of a stock doesn't follow the rules of the normal distribution


Causes of death in US (A study in italian language)

A Jupyter/Anaconda study about causes of death in US


Dynamic Programming with Python

How to find the maximum obtainable value in a jungle


Problem solving with Python from hackerrank.com

How to sort a database by a specific attribute


The hat-check problem with a Monte Carlo simulation

The random module in Python and the Law of Large Numbers


A string frequency counter with Python

Using a dictionary to build a frequency counter


Best free sources to learn Python

How to build your python developer path