# Category Archives: Learning

## Algorithmic Trading: A Practitioner’s Guide

I really enjoyed reading Algorithmic Trading: A Practitioner’s Guide by Jeffrey M. Bacidore. Before starting, I imagined it would cover various strategies for trading in the markets, along the lines of “buy on this condition, sell on this condition”. But that is not what this book covers. What trade to make is always a given, typically from a portfolio manager. Instead, the book is all about how to make it happen, almost always by portioning out the trade little by little, while trying to get the best price.

It is fascinating how many factors come into play when implementing this seemingly simple task. The book covers all parts of this process in a clear and concise way, with lots of illuminating examples. The author has over 20 years of experience in the field of algorithmic trading, both from industry and academia. I particularly liked all the examples of implementation corner cases and gotchas that clearly come from experience.

## Mathematical Modelling of Football

This fall I took the course Mathematical Modelling of Football from Uppsala University. It was taught by Professor David Sumpter, and I believe this is the first academic course of its kind. The main subjects covered are modelling and analysis of events (on the ball actions), movement and pitch control (tracking data), player evaluation, and match result simulations. There were also several guest lectures from (among others) William Spearman, lead data scientist at Liverpool FC, and Javier Fernández, head of sports analytics at FC Barcelona.

The tools used were Python (using Anaconda) with NumPy, Pandas and Matplotlib. The course was a lot of work, especially the assignments, but I really enjoyed it and learned a lot.

## Artificial Intelligence – A Guide for Thinking Humans

I really enjoyed reading Artificial Intelligence – A Guide for Thinking Humans by Melanie Mitchell. The author is a professor of computer science and an artificial intelligence (AI) researcher. The book is her attempt at working out if the singularity is near (or at least likely), or if we still are far from creating any true intelligence. In the process, the reader gets an excellent overview of the state of the art in areas such as image recognition, game play, and natural language processing. Even though it is aimed at general readers, I found it to be very good in technical content.

## Secure by Design

I really like Secure by Design. The key idea is that there is a big overlap between secure code and good software design. Code that is strict, clear and focused will be easier to reason about, and will have fewer bugs. This in turn makes it less vulnerable to attacks. This is easy to say, but Secure by Design is full of techniques for how to actually do this. Here are the ideas from the book that I liked the most.

## Grokking Deep Learning

In the book club at work, I just finished reading Grokking Deep Learning by Andrew Trask. It is an introduction to deep learning, but there are some problems. It spends a lot of pages on the basics, and in the end moves on to some fairly advanced topics. It is also contains many small and irritating mistakes. However, it does have some great insights into deep learning. Continue reading

## Classic Computer Science Problems in Python

I really enjoyed Classic Computer Science Problems in Python by David Kopec. It covers many different problems I hadn’t read detailed explanations of before. For example: neural networks, constraint-satisfaction problems, genetic algorithms and the minimax algorithm. Unlike many other books on algorithms and programming problems, this one builds up complete (but small) programs that are easy to explore on your own.

## Book Review: Designing Data-Intensive Applications

What a great book Designing Data-Intensive Applications is! It covers databases and distributed systems in clear language, great detail and without any fluff. I particularly like that the author Martin Kleppmann knows the theory very well, but also seems to have a lot of practical experience of the types of systems he describes.

## 6 Git Aha Moments

When I switched jobs four years ago, I went from using subversion (svn) to using git as the version control system. Even though I am a pretty quick learner, it took me a quite a while to really understand git. I read a lot on how git works, but even so, I didn’t always realize what the implications were for how to use git. Here are six big “aha moments” I had on how to use git. Continue reading

## Exercises in Programming Style

In the book club at work, we recently finished reading Exercises in Programming Style by Cristina Videira Lopes. The book consists of a simple program implemented in 33 different programming styles. It is a great way of showing the different styles, and the book was quite popular in the book club. The book is relatively new (it was published in 2014), and I don’t think it is as well-known as it deserves to be. So here is a summary and review of it. Continue reading