This is a summary of links featured on Quantocracy on Wednesday, 12/28/2016. To see our most recent links, visit the Quant Mashup. Read on readers!
Most popular posts – 2016 [Eran Raviv]Another year. Looking at my google analytics reports I cant help but wonder how is it that I am so bad in predicting which posts would catch audience attention. Anyhow, top three for 2016 are: On the 60/40 portfolio mix The case for Regime-Switching GARCH Most popular machine learning R packages And my personal favorites: ASA statement on p-values Why bad trading strategies may perform well?