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Data Mining Research - Mining stock market data

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Thursday, April 24, 2008

Mining stock market data

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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Shane said...

congrats on the job!

speaking of data mining for finance, I found this 3 part series really interesting:

the articles are also available as a podcast

Sandro Saitta said...

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.

Anonymous said...

Hey Sandro , Can you please forward a soft copy of d mentioned book to thanks a lot in advance..Shailesh

Sandro Saitta said...


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


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