This is a summary of links featured on Quantocracy on Saturday, 06/18/2016. To see our most recent links, visit the Quant Mashup. Read on readers!
Monte Carlo and Arima for stock selection [Tulip Quant]A few days ago, in this post, I talked about how ARIMA models could be used to forecast the S&P 500 index, and use this information in order to buy or sell the index every day, if the algorithm predicts an increase or decrease in the price, respectively. In this post, I will go a step further. The idea of the trading algorithm will be the following: Given a day, for each stock of a certain
Binary Options: Scam or Opportunity? [Financial Hacker]Were recently getting more and more contracts of developing systems for trading binary options. This calls for a closer look. Binary options resemble financial instruments, but are widely understood as a scheme to separate naive traders from their money. And indeed, binary options brokers make no good impression at first look. Some are regulated in Cyprus under a fake address, others are not