Mining stock market data

April 24, 2008 by
Filed under: data mining application, finance, stock market 

After 4 years in the academic world, I will now jump into the industrial world! From beginning of May, I will work in a small financial company in Nyon (Switzerland). I will basically use data mining to help traders invest money. The job seems very exciting, especially since I’m new to the stock market domain. I will of course continue to write posts on Data Mining Research :-)

There will mainly be three kind of changes regarding DMR. First, there will still be posts about data mining, but of course, the applications will more often be in finance. I was applying data mining in civil engineering for 4 years, I will now apply it in finance. However, most of the posts on DMR had a general topic (not related to civil engineering), so it won’t change a lot.

Second, posts regarding my current work will be less detailed. When you’re in the academic world, you can write in details what you are doing, how you do it and why. The only risk you have (which is ridiculously small to be honest) is that someone steals your ideas and publishes before you. In other words, you can write what you want. In industry, things are different. I will certainly write about what I do, but I will not be able to give precise techniques used or detailed results. It’s sad, but that’s the rule. And I think this is especially understandable when, like in finance, you deal with huge amounts of money.

Third, the frequency of posts will decrease a bit. I think I will start by posting only once a week and I will see how things evolve. If I can write more, I will do it, of course. I hope that what you will loose in quantity, you will gain it in quality. Finally, in order to start interesting discussions about data mining, your comments are always welcomed!

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6 Comments on Mining stock market data

  1. Shane on Fri, 25th Apr 2008 7:11 am
  2. congrats on the job!

    speaking of data mining for finance, I found this 3 part series really interesting: http://www.b-eye-network.com/view/6386

    the articles are also available as a podcast

  3. Sandro Saitta on Fri, 25th Apr 2008 8:26 am
  4. Thanks! I also found this article (thanks to KDnuggets). There is also a book I have just received regarding data mining in finance that may be interesting.

  5. Anonymous on Mon, 12th Jan 2009 6:45 pm
  6. Hey Sandro , Can you please forward a soft copy of d mentioned book to shailesh1984@gmail.com.. thanks a lot in advance..Shailesh

  7. Sandro Saitta on Wed, 14th Jan 2009 10:38 am
  8. Hi,

    What do you mean by soft copy? I only have a hard copy of the book.

    Regards.

  9. options trading on Tue, 19th Apr 2011 7:03 am
  10. Good covered point, lots of people simply put something weired theories in front of public.
    But it doesn’t work i think because know one sure how it will going to happen
    It looks like just coping ideas which someone has already written. I found even on
    popular blogs guest bloggers bring same theories which I already know. I observed they
    just try to spice up their article without knowing what really audience want to read.

    options trading

  11. Data Mining Stock Market | Talk Stock Trading on Sun, 2nd Nov 2014 4:29 pm
  12. […] Mining stock market data | Data Mining Research – … – Mining stock market data. April 24, 2008 by Sandro Saitta Filed under: data mining application, finance, stock market If you’re new here, you may want to …… […]

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