This is a summary of links featured on Quantocracy on Sunday, 11/13/2016. To see our most recent links, visit the Quant Mashup. Read on readers!
New Book Added: A Practical Guide To Quantitative Finance Interviews [Amazon]This book will prepare you for quantitative finance interviews by helping you zero in on the key concepts that are frequently tested in such interviews. In this book we analyze solutions to more than 200 real interview problems and provide valuable insights into how to ace quantitative interviews. The book covers a variety of topics that you are likely to encounter in quantitative interviews:
Podcast: Mean Reversion strategies with @QuantLabInfo [Better System Trader]The performance profile of Mean Reversion is extremely desirable to a lot of traders. Mean reversion trading strategies can produce high win rates and a smooth equity curve, however there are risks, which can result in giving back a large portion of profits, or of your trading account, some times in a very short period of time. So what can you do to build mean reversion strategies that produce
Diversification For The Long Term [Larry Swedroe]The table below, taken from the newly released book I co-authored with Andrew Berkin, Your Complete Guide to Factor-Based Investing, shows the annual premium and Sharpe ratio for the equity factors of market beta, size, value, momentum, profitability and quality. It also shows the odds that each premium will produce a negative return over various time horizons. There are two important