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Calgary Pedestrian-Traffic Incidents in October
After another rather long hiatus I am back with more Pedestrian-Traffic Incidents. The data is sourced from the City of Calgary’s open data website. The data set is here. There were 61 incidents in October – 13 more than September and 12 more than last October. The heat map and cluster map are shown below:…
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Calgary Pedestrian-Traffic Incidents in March
After a rather long hiatus I am back with more Pedestrian-Traffic Incidents. The data is sourced from the City of Calgary’s open data website. The data set is here. There were 24 incidents this March – 2 more than in February and 8 more than last March. While one point does not make a trend,…
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Calgary Pedestrian-Traffic Incidents in September
I’m back with an update on Pedestrian-Traffic Incidents for the month of September. The data is sourced from the City of Calgary’s open data website. The data set is here. September was an improvement from August. There were 40 incidents – 4 fewer than August, and 2 more than last September. The heat map and…
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P/E Ratio Impact on Investment Returns: S&P 500 Analysis
So far on our algorithmic trading journey we have only looked at technical analysis. Essentially, we have been treating price as a time varying signal whose future movements can be forecast by examining past movements. Today, we will take a look at the Price-to-Earnings Ratio. I will start with looking at what the P/E ratio…
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Calgary Pedestrian-Traffic Incidents in August
I’m back with an update on Pedestrian-Traffic Incidents for the month of August. The data is sourced from the City of Calgary’s open data website. The data set is here. August was a record month – and not in a good way. There were 44 incidents (a record high) – 7 more than July, and…
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Calgary Pedestrian-Traffic Incidents in July
I’m back with an update on Pedestrian-Traffic Incidents for the month of July. The data is sourced from the City of Calgary’s open data website. The data set is here. There were 37 incidents in July – equal with June, and 20 more than last July. It seems like there were abnormally few incidents last…
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Gradient Methods
The next step (long overdue) on our algorithmic trading journey is a dive into gradient methods. In a previous post I looked at optimizing the parameters of a moving average trade signal by brute force – visiting all possible combinations of short term and long term moving averages. Brute force methods are limited to small…
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Calgary Pedestrian-Traffic Incidents in June
I’m back with an update on Pedestrian-Traffic Incidents for the month of June. The data is sourced from the City of Calgary’s open data website. The data set is here. There were 37 incidents in June – 9 more than in May, and 25 more than last June. Despite showing some clear seasonal trends, the…
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Calgary Pedestrian-Traffic Incidents in May
I’m back with an update on Pedestrian-Traffic Incidents for the month of May. The data is sourced from the City of Calgary’s open data website. The data set is here. There were 28 incidents in May – 6 more than in April, and 19 more than last May. The low number of incidents in April…
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Calgary Pedestrian-Traffic Incidents in April
I’m back with an update on Pedestrian-Traffic Incidents for the month of April. The data is sourced from the City of Calgary’s open data website. The data set is here. There were 22 incidents in April – 6 more than in March, and 13 more than last April. The 9 incidents last April looks like…