This is a summary of links featured on Quantocracy on Sunday, 03/19/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
Podcast: Machine Learning with Kris Longmore of @Robot_Wealth [Better System Trader]Machine learning has seen a huge amount of growth over recent years with the increase in available data and processing power. Its an incredibly powerful toolset for uncovering patterns and relationships in data, however, these tools can be challenging to learn, apply correctly and are also open to abuse. Our guest for the episode, Kris Longmore from Robot Wealth, specializes in Machine
Back to Basics Part 2 How to Succeed at Algorithmic Trading [Robot Wealth]There is a lot of information about algorithmic and quantitative trading in the public domain today. The type of person who is attracted to the field naturally wants to synthesize as much of this information as possible when they are starting out. As a result, newcomers can easily be overwhelmed with analysis paralysis and wind up spending a lot of their valuable spare time working on
Visualising Intraday Market Correlation [Ryan Kennedy]I stumbled across a great post on MKTSTK about visualising volatility and correlations of multiple timeseries with streamgraphs, and it got me thinking about where else a streamgraph might be useful to visualise financial data. Rather than looking at an individual assets, I thought it might be interesting to explore the behaviour of the market at times throughout the day, and in turn see how this