This is a summary of links featured on Quantocracy on Sunday, 12/11/2016. To see our most recent links, visit the Quant Mashup. Read on readers!
Cryptocurrencies and Machine Learning with @BMouler [Better System Trader]As markets become more mature and more efficient, it can be become increasingly difficult to find sustainable edges. Many traders are looking at the same data and using the same techniques, so what are our options here? 2 of the obvious options we have are: Try to find a unique approach to the markets or at least something that isnt so popular, Explore alternative markets where inefficiencies
Sources of Return for CTAs – A Brief Survey of Relevant Research [Quantpedia]This survey paper will discuss the (potential) structural sources of return for both CTAs and commodity indices based on a review of empirical research articles from both academics and practitioners. The paper specifically covers (a) the long-term return sources for both managed futures programs and for commodity indices; (b) the investor expectations and the portfolio context for futures
Reading Fundamental Data from Yahoo Finance [Copula.de]Recently I read a blogpost and someone was recommending the book "DIY Financial Advisor "by Wesley R. Gray, Jack Vogel and David Foulke. I believe it was the QuantStrat blog but I might be wrong. The book is a good read and also suggest a couple of simple systems any investor can implement and follow. One system requires fundamental data like P/E or EBITDA/TEV ratios and I could trace