Kyle Teague and GetGlueTimestampsExploratory Data Analysis (EDA)Metrics and New Variables or FeaturesWhat’s Next?Cathy O’NeilThought ExperimentFinancial ModelingIn-Sample, Out-of-Sample, and CausalityPreparing Financial DataLog ReturnsExample: The S&P IndexWorking out a Volatility MeasurementExponential DownweightingThe Financial Modeling Feedback LoopWhy Regression?Adding PriorsA Baby ModelExercise: GetGlue and Timestamped Event DataExercise: Financial Data