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Thursday, January 28, 2016. Kaggle Winton Stock Market Challenge - Post-Mortem. Recently, I participated in a Kaggle contest. Fig 1 Sample observations of integrated training 1 min. time series with black iis intraday and blue oos intraday, D1 and D2 are red and green, respectively. Some posters were wondering about why WMAE was used as opposed to RMSE. In financial time series, MA.

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Tuesday, February 14, 2006. This week, i sold PWEI shares in Portfolio SC1. I kept others stocks witch are CFK and DXPE. The average performance of the portfolio for the last week was -17. Thursday, January 26, 2006.