Dean MarkwickA Quants Approach to RunningI’ve been training for a marathon and it is a personal habit to let data take over my life for each of my hobbies. I’ve built apps that…9 min read·Jun 1, 2023----
Dean MarkwickFitting Mixed Effects Models — Python, Julia or R?I’m benchmarking how long it takes to fit a mixed effects model using lme4 in R, statsmodels in Python, plus showing how MixedModels.jl in…6 min read·Jan 6, 2022----
Dean MarkwickOptimising a Taskmaster Task with PythonFor those that don’t know Taskmaster is a game show where 5 comedians compete in a variety of nonsensical tasks to win points from the…8 min read·Oct 28, 2021----
Dean MarkwickFixture Difficulty and Fantasy Premier League Point PredictionsIn my last blog post I showed how the odds can be used to measure the difficulty of a football match. I then took this difficulty and…5 min read·Oct 12, 2021----
Dean MarkwickHow Tough is that Football Match?How do we quantify the difficulty of a soccer match and can we construct a single number that will explain how easy or hard the match is…9 min read·Sep 26, 2021----
Dean MarkwickQuestDB Part 2 — High Frequency Finance (again!)Last time I showed you how to set up a producer/consumer model to build a database of BTCUSD trades using the CoinbasePro WebSocket feed…8 min read·Aug 12, 2021----
Dean MarkwickUsing QuestDB to Build a Crypto Trade Database in JuliaQuestDB is a timeseries database that is well suited for financial data. It is built with timestamps in mind both when storing the data and…7 min read·Aug 5, 2021----
Dean MarkwickDouble Machine Learning — An Easy IntroductionThis post serves as an introduction to the technique of double machine learning. I replicate an influential paper in R and show how you…7 min read·May 28, 2021--1--1
Dean MarkwickState of the MarketFitting Infinite State Hidden Markov Models to the Stock Market9 min read·Jun 3, 2020----