This is a summary of links featured on Quantocracy on Sunday, 03/12/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
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Understanding K-Means Clustering [Eran Raviv]Google K-means clustering, and you usually you find ugly explanations and math-heavy sensational formulas*. It is my opinion that you can only understand those explanations if you dont need them; meaning you are already familiar with the topic. Therefore, this is a more gentle introduction to K-means clustering. Here you will find out what K-Means Clustering, an algorithm, actually does.
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AAII Sentiment At New Spx 21 Week Highs [Voodoo Markets]Nothing quantitative here, just taking a look at how the AAII setiment has been when Spx is making new 21 week rolling highs. The recent AAII setiment has turned siginificantly negative even as Spx is plowing up and wanted to see when has that happened in the past.