Quant Mashup - Quantocracy
Check Out Our Awesome New Book Library [Quantocracy]
Check out our awesome new book library curated by four of the top rated authors in our community: Investment Idiocy (Rob Carver): General Quantitative Finance, Market History, Hedge Funds, General Programming Quant Start (Michael Halls-Moore): Python, C++, Financial Math, Quant Jobs & Interviews
- 7 years ago, 2 Mar 2017, 09:21pm -
Last Chance for a FREE Ticket to QuantCon in NYC (04/28 – 04/30) [Quantocracy]
This is the last week to snag yourself a free ticket to this year’s QuantCon in NYC in April. Quantopian has generously offered the Quantocracy community 3 free tickets worth a total of $2,497. A number of very smart people on our mashup will be speaking, including EP Chan, Rob Carver (Investment
- 7 years ago, 13 Feb 2017, 04:22am -
FREE Tickets to QuantCon in NYC (04/28 - 04/30) [Quantocracy]
Quantopian has generously offered the Quantocracy community 3 free tickets to this year’s QuantCon in NYC. Two of the tickets are for the QuantCon main event on 04/29 ($699 value), and one deluxe ticket includes both the main event and a full day of workshops ($1,099 value). A number of very smart
- 7 years ago, 6 Feb 2017, 02:37am -
Site News: Dabbling in Ads and Where All the Clicks Went in 2016 [Quantocracy]
Two bits of site news: First, after 4+ years of running this site mostly gratis, I’ve decided to dabble in adding advertisements, so expect to begin seeing the first baby steps with a handful of ads from Google. I’ve tried to keep the ads as unobtrusive as possible and my hope is that your
- 7 years ago, 5 Jan 2017, 10:08am -
Best Links of the Last Two Weeks [Quantocracy]
The best quant mashup links for the two weeks ending Saturday, 07/09 as voted by our readers: Backtesting Based on Multiple Signals – Beware of Overfitting [Alpha Architect] Cloud-Based Automated Trading System with Machine Learning [Quant Insti] Alpha’s measurement problem [Flirting with
- 7 years ago, 9 Jul 2016, 10:00pm -
Best Links of the Last Two Weeks [Quantocracy]
The best quant mashup links for the two weeks ending Saturday, 06/25 as voted by our readers: Recommended Reading [Robot Wealth] Binary Options: Scam or Opportunity? [Financial Hacker] Some harmless data-mining: Testing individual words in EDGAR filings [Greg Harris] Simple Machine Learning Model to
- 7 years ago, 26 Jun 2016, 02:30am -
Best Links of the Last Two Weeks [Quantocracy]
The best quant mashup links for the two weeks ending Saturday, 06/11 as voted by our readers: A Survey of Deep Learning Techniques Applied to Trading [Greg Harris] Diversification Will Always Disappoint [Flirting with Models] Capital correction (pysystemtrade) [Investment Idiocy] Will Bonds Deliver
- 7 years ago, 12 Jun 2016, 10:35am -
Best Links of the Last Two Weeks [Quantocracy]
The best quant mashup links for the two weeks ending Saturday, 05/28 as voted by our readers: A simple breakout trading rule (pysystemtrade) [Investment Idiocy] Some Impressions from R Finance 2016 [Revolutions] Most popular machine learning R packages [Eran Raviv] Exploring Extreme Asset Returns
- 7 years ago, 29 May 2016, 10:03pm -
Where Do All the Clicks Go? [Quantocracy]
It’s been about a year since we launched Quantocracy. Over that time, we’ve sent about 450,000 clickthroughs to sites in the quant community, and that doesn’t even include RSS, Twitter, StockTwits and Facebook. To all of the denizens of Quantocracy: a big mahalo, gracias, 謝謝 and thank you
- 7 years ago, 17 May 2016, 04:11am -
Best Links of the Week [Quantocracy]
The best quant mashup links for the week ending Saturday, 05/14 as voted by our readers: Machine learning for financial prediction: experimentation with Aronson’s latest work – part 2 [Robot Wealth] Deep Learning with Theano – Part 1: Logistic Regression [Quant Start] How To Compute Turnover
- 7 years ago, 16 May 2016, 03:19am -
Motivation: Why Do I Blog? [Quantocracy]
Blogging is hard. Quant blogging is even harder. I sometimes hear from bloggers in our community that their motivation to blog has faded. Most begin writing with little expectation, just happy to take a break from crunching numbers to interact with actual humans. Sometimes that optimism wanes
- 7 years ago, 9 May 2016, 10:49pm -
Best Links of the Last Two Weeks [Quantocracy]
The best quant mashup links for the two weeks ending Saturday, 05/07 as voted by our readers: Get Rich Slowly [Financial Hacker] Backtesting Strategies with R (h/t Algotrading Reddit) [Tim Trice] Quantopian Paper About In vs Out-of-Sample Performance of Trading Algorithms [Quantpedia] The Impact of
- 7 years ago, 8 May 2016, 04:21am -
Best Links of the Last Two Weeks [Quantocracy]
The best quant mashup links for the two weeks ending Saturday, 04/23 as voted by our readers: Lossless Compression Algorithms and Market Efficiency? [Turing Finance] You can’t beat all the chimps [Following the Trend] My Year-Long Experience as the Fastest Form-4 Trader [Greg Harris] Are 3-year
- 8 years ago, 24 Apr 2016, 04:49am -
Machine Learning Section Added to Our Library with Robot Wealth [Quantocracy]
Jacques Joubert of Quants Portal, curator extraordinaire of the books at Quantocracy, has collaborated with Robot Wealth to add the humble beginnings of a Machine Learning section to our library. Denizens of Quantocracy know Robot Wealth well. Within months of launching his blog, RW had already
- 8 years ago, 19 Apr 2016, 08:42pm -
How Changing our Brand Supercharged Our Growth on Twitter [Quantocracy]
This is not quant related, but I found it interesting and thought it worth sharing for the benefit of our friends in the quant blogosphere. Long-time readers remember that we rebranded from The Whole Street to Quantocracy at the start of April, 2015. The rebranding came with changes to our site, but
- 8 years ago, 18 Apr 2016, 06:58pm -
Best Links of the Last Two Weeks and a Shout-Out to Quant News [Quantocracy]
The best quant mashup links for the two weeks ending Saturday, 04/09 as voted by our readers: Build Better Strategies! Part 4: Machine Learning [Financial Hacker] Momentum for Buy-and-Hold Investors [Dual Momentum] A Monte Carlo Simulation function for your back-test results – in R [Open Source
- 8 years ago, 11 Apr 2016, 05:31am -
Best Links of the Week [Quantocracy]
These are the best quant mashup links for the week ending Saturday, 03/26 as voted by our readers: FX: multivariate stochastic volatility – part 2 [Predictive Alpha] Predicting Stock Market Returns—Lose the Normal and Switch to Laplace [Six Figure Investing] Momentum for Buy-and-Hold Investors
- 8 years ago, 27 Mar 2016, 01:51pm -
Best Links of the Last Two Weeks [Quantocracy]
The best quant mashup links for the two weeks ending Saturday, 03/19 as voted by our readers: How to Learn Advanced Mathematics Without Heading to University - Part 1 [Quant Start] When Measures Become Targets: How Index Investing Changes Indexes [Investor's Field Guide] Meet the DIY Quants Who
- 8 years ago, 21 Mar 2016, 02:44am -
Best Links of the Week [Quantocracy]
These are the best quant mashup links for the week ending Saturday, 03/05 as voted by our readers: Quality is Rewarded: Clickthroughs vs Voting [Quantocracy] Machine learning for financial prediction: experimentation with Aronson's latest work - part 1 [Robot Wealth] Tech is Alpha [Cantab
- 8 years ago, 6 Mar 2016, 10:42pm -
Quality is Rewarded: Clickthroughs vs Voting [Quantocracy]
I'm very proud of the following graph. Below I've shown the average number of clickthroughs a link receives from our website (excluding RSS, Twitter and Stocktwits) broken out by the number of votes cast by our readers. Votes by Clickthroughs Clearly (and way more starkly than I expected)
- 8 years ago, 2 Mar 2016, 06:28am -
Best Links of the Week [Quantocracy]
These are the best quant mashup links for the week ending Saturday, 02/27 as voted by our readers: Build Better Strategies! Part 3: The Development Process [Financial Hacker] Volatility Futures and S&P500 Performance [Blue Sky AM] New Book from GestaltU: Adaptive Asset Allocation [Amazon]
- 8 years ago, 28 Feb 2016, 07:38am -
The Best Links While I Was Away [Quantocracy]
I’ve been off the beaten path for the last few weeks in East Africa, so I’m long overdue one of these “best of” posts. Below are the best quant mashup links while I was away, as voted by our readers: Stock Market Prices Do Not Follow Random Walks [Turing Finance] Fitting time series models
- 8 years ago, 22 Feb 2016, 12:14am -
Best Links of the Last Two Weeks [Quantocracy]
The best quant mashup links for the two weeks ending Saturday, 01/30 as voted by our readers: Advanced Trading Infrastructure – Position Class [Quant Start] Why Is Momentum Neglected? [Dual Momentum] Automated Trading: Order Management System [Quant Insti] Correlations, Weights, Multipliers….
- 8 years ago, 1 Feb 2016, 12:53am -
Best Links of the Week [Quantocracy]
These are the best quant mashup links for the week ending Saturday, 01/16 as voted by our readers: If you’re going to sin, sin systematically [Flirting with Models] On The Relationship Between the SMA and Momentum [QuantStrat TradeR] Components of a black box, humans vs computers, and HFT w/
- 8 years ago, 17 Jan 2016, 01:57am -
Best Links of the Week [Quantocracy]
The best quant mashup links for the week ending Saturday, 01/09 as voted by our readers. Exploring mean reversion and cointegration: part 2 [Robot Wealth] Dear Brokers… [Financial Hacker] Quant Strategies: From Idea to Execution in Python [Quant Insti] New Book from Meb Faber: Invest With The
- 8 years ago, 10 Jan 2016, 10:51pm -
Best Links of the Week [Quantocracy]
The best quant mashup links for the week ending Saturday, 01/02 as voted by our readers. Three Value Investors Meet in a Bar [Investor’s Field Guide] State Space Models and the Kalman Filter [Quant Start] Trend Following In Financial Markets: A Comprehensive Backtest [Philosophical Economics]
- 8 years ago, 4 Jan 2016, 02:42am -
Best Links of the Week [Quantocracy]
The best quant mashup links for the week ending Saturday, 12/26 as voted by our readers. Build Better Strategies! Part 2: Model-Based Systems [Financial Hacker] Returns don’t mean revert, fundamentals do [Flirting with Models] Testing for mean reversion with Python & developing simple VIX
- 8 years ago, 27 Dec 2015, 06:24am -
Best Links of the Last Two Weeks [Quantocracy]
The best quant mashup links for the two weeks ending Saturday, 12/19 as voted by our readers: Using the LASSO to Forecast Returns [Alex Chinco] pysystemtrade [Investment Idiocy] Why Does Dual Momentum Outperform? [Dual Momentum] Why doesn’t the choice of performance measure matter?
- 8 years ago, 21 Dec 2015, 06:17am -
Best Links of the Week [Quantocracy]
The best quant mashup links for the week ending Saturday, 12/05 as voted by our readers: Predicting volatility [EP Chan] Announcing the QuantStart Advanced Trading Infrastructure Article Series [Quant Start] Exploring mean reversion and cointegration with Zorro and R: part 1 [Robot Wealth] The
- 8 years ago, 6 Dec 2015, 02:18am -
Best Links of the Week [Quantocracy]
The best quant mashup links for the week ending Saturday, 11/28 as voted by our readers: Frog in the Pan: Identifying the Highest Quality Momentum Stocks [Alpha Architect] Better Tests with Oversampling [Financial Hacker] Bring More Data [Dual Momentum] A framework for rapid and robust system
- 8 years ago, 30 Nov 2015, 12:08am -
Best Links of the Week [Quantocracy]
The best quant mashup links for the week ending Saturday, 11/21 as voted by our readers: Unsupervised candlestick classification for fun and profit – part 2 [Robot Wealth] Searching for an Efficient Market Regime Filter [Helix Trader] How the Number of Firms and Holding Periods Affect Momentum
- 8 years ago, 22 Nov 2015, 07:40pm -
An Awesome Collection of Quant Books from Quantocracy [Quantocracy]
Check out our new books section, curated by Jacques Joubert of Quants Portal. The backstory: I wanted to put together a collection of quantitative trading books as deep and wide as our quant mashup. The problem was that, because of my “get to the point” nature, my reading consists mostly of
- 8 years ago, 19 Nov 2015, 04:31pm -
Best Links of the Week [Quantocracy]
The best quant mashup links for the week ending Saturday, 11/14 as voted by our readers: Build Better Strategies! [Financial Hacker] A Filter Selection Method Inspired From Statistics [QuantStrat TradeR] Unsupervised candlestick classification for fun and profit – part 1 [Robot Wealth] Random
- 8 years ago, 15 Nov 2015, 06:54pm -
Best Links of the Week [Quantocracy]
The best quant mashup links for the week ending Saturday, 11/07 as voted by our readers: Using random data [Investment Idiocy] The Overnight Trading Anomaly in SPY and a Few Notes About Backtesting in R [Price Action Lab] GMO Flows Turn Negative – An Ominous Sign for Risk Taking [EconomPic] The
- 8 years ago, 9 Nov 2015, 02:33am -
Best Links of the Week [Quantocracy]
The best quant mashup links for the week ending Saturday, 10/31 as voted by our readers: The Cold Blood Index [Financial Hacker] How to Write a Great Quant Blog [Quant Start] High Frequency Market Microstructure: Part 1 (Microstructure Noise) [Portfolio Effect] Buy the Winners [Systematic Relative
- 8 years ago, 1 Nov 2015, 12:11pm -
Best Links of the Week [Quantocracy]
My fellow quant nerds, we need to vote more. Less than 2% of clickthroughs result in a vote. I know we can do better. Higher rated links are read significantly more often, so help me to encourage bloggers to write quality content by registering to vote and making your voice heard. — Mike @
- 8 years ago, 25 Oct 2015, 08:22pm -
Most Popular Books from the Bloggers at Quantocracy [Quantocracy]
Below is a list of all of the books written by all of the folks on our quantitative trading blogroll, sorted by Amazon sales rank from most to least popular. I did the legwork for a new page I’m putting together for the site (similar to what we used to have at The Whole Street), and thought it
- 8 years ago, 22 Oct 2015, 08:09pm -
Best Links of the Week [Quantocracy]
The best quant mashup links for the week ending Saturday, 10/17 as voted by our readers: Returns clustering with K-means algorithm [Quant Dare] Absolute Strength Momentum Investing Strategy [Alpha Architect] Guns, Bombs and eSports: Applying Data and Portfolio Analytics to Counter-Strike Gambling
- 8 years ago, 18 Oct 2015, 06:18pm -
Site News [Quantocracy]
Three bits of site news for both readers and webmasters: For readers: Our new “filter mashup” feature For webmasters: Our policy on voting for your own link and vote padding For webmasters: Quantocracy badge For readers: Our new “filter mashup” feature Each site on our blogroll in the
- 8 years ago, 16 Oct 2015, 03:12am -
Best Links of the Week [Quantocracy]
The best quant mashup links for the week ending Saturday, 10/10 as voted by our readers: ARIMA+GARCH Trading Strategy on the S&P500 Stock Market Index Using R [Quant Start] More On The Perils Of Statistical Hypothesis Testing – Part I [Price Action Lab] How to be a Quant [Turing Finance] Is
- 8 years ago, 11 Oct 2015, 09:51am -
Best Links of the Week [Quantocracy]
The best quant mashup links for the week ending Saturday, 10/03 as voted by our readers: Empirical Finance: Meeting Fiduciary Standards Through Skepticism, Not Cynicism [GestaltU] Forget “Active vs. Passive”: It’s All About Factors [GestaltU] Strategy Replication – Evolutionary Optimization
- 8 years ago, 4 Oct 2015, 05:14am -
Best Links of the Week [Quantocracy]
The best quant mashup links for the week ending Saturday, 09/26 as voted by our readers: Sorry Jim, trend following probably still works (though not the fast stuff) [Investment Idiocy] Sorry Bob But Jim Simons is Probably Laughing At Your T-Statistics [Price Action Lab] Hypothesis-Driven Development
- 8 years ago, 27 Sep 2015, 03:37am -
Best Links of the Week [Quantocracy]
The best quant mashup links for the week ending Saturday, 09/19 as voted by our readers: Hacking the Random Walk Hypothesis [Turing Finance] Getting Started: Building a Fully Automated Trading System [Quants Portal] Interview with Euan Sinclair [EP Chan] Interview with Dr Ernest Chan [Factor Wave]
- 8 years ago, 20 Sep 2015, 03:37am -
Best Links of the Week [Quantocracy]
The best quant mashup links for the week ending Saturday, 09/12 as voted by our readers: Book Review: DIY Financial Advisor: A Simple Solution to Build and Protect Your Wealth [Dual Momentum] Hypothesis-Driven Development Part II [QuantStrat TradeR] Trend Followers Make Forecasts [Price Action Lab]
- 8 years ago, 14 Sep 2015, 07:39am -
Best Links of the Week [Quantocracy]
The best quant mashup links for the week ending Saturday, 09/05 as voted by our readers: Announcing the Release of My New Book [Price Action Lab] VIX Trading Strategies in August [Volatility Made Simple] Systems building – Checks and balances [Investment Idiocy] Counter-Intuitive Facts About
- 8 years ago, 6 Sep 2015, 03:46am -
Best Links of the Week [Quantocracy]
The best quant mashup links for the week ending Saturday, 08/29 as voted by our readers: A New Harry Long Strategy, And Plans For Hypothesis-Driven Development [QuantStrat TradeR] Performance of Two Strategies in Momersion Regimes [Price Action Lab] Quant-Trader or Trader-Quant? [MKTSTK] Combining
- 8 years ago, 30 Aug 2015, 07:41am -
Best Links of the Week [Quantocracy]
The best quant mashup links for the week ending Saturday, 08/22 as voted by our readers: The Kalman Filter and Pairs Trading [MKTSTK] The Gamblers’ Fallacy [Factor Wave] Strategy Gamma Overview [John Orford] The Health of Stock Mean Reversion: Dead, Dying or Doing Just Fine [Alvarez Quant Trading]
- 8 years ago, 23 Aug 2015, 02:12am -
Best Links of the Week [Quantocracy]
The best quant mashup links for the week ending Saturday, 08/15 as voted by our readers: Bring Data [Dual Momentum] Absolute Strength Momentum: Guley And Petkova (2015) [Flirting with Models] Adjusted Vs. Unadjusted Data [Price Action Lab] Vectorised Backtest in R [Quants Portal] Mojito 3.0 Strategy
- 8 years ago, 16 Aug 2015, 02:30am -
Best Links of the Week [Quantocracy]
The best quant mashup links for the week ending Saturday, 08/08 as voted by our readers: Two Centuries of Momentum [Flirting with Models] Fooled by Dividend-Induced Upward Drift [Price Action Lab] VIX Trading Strategies in July [Volatility Made Simple] Interview with Scott Andrews [Better System
- 8 years ago, 9 Aug 2015, 03:03am -
Quantocracy's Best Links in July [Quantocracy]
The best links for the month of July, as voted by our readers: P/E “Attention” Strategies Earn Monthly Excess Return of 1% [Alpha Architect] Back to Fundamentals [Dual Momentum] New Paper from Markowitz: Introducing the Gerber Statistic [Flirting with Models] Video: James Simons – Numberphile
- 8 years ago, 1 Aug 2015, 10:47pm -