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 Quant]
- Even bad strategies will perform well [Flirting with Models]
- The case for Regime-Switching GARCH [Eran Raviv]
- Smart Beta: Data Mining, Arbitraged Away, Or Here To Stay? [Alpha Architect]
We also welcome one blog making its first ever appearance on the mashup:
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A Shout-Out to Quant News
QN makes for an excellent pairing with Quantocracy because they fill two key gaps in our mashup: academic papers and industry news. Neither has been the main focus of our site, but both are just important as the subjects we do cover. While academia can be more difficult to digest for some readers, it’s the foundation upon which many of the more practitioner-oriented articles that you find here are built.
I encourage the denizens of Quantocracy to integrate QN into their daily reading, and I look forward to big things from Greg in the months and years ahead.
Read on Readers!
Mike @ Quantocracy