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Quant Mashup - Cracking Markets
Do Breakouts of Strong Swings Work? I Tested 40 Futures Markets and the Data Is Clear [Cracking Markets]
Many traders spend hours hunting for strong support and resistance levels with the goal of entering counter-trend trades. They bet on price hitting a wall and reversing. However, when I tested over 15 years of history across 40 futures markets, I found something different. Peter Do Breakouts of(...)
- 1 month ago, 5 Jan 2026, 09:06pm -
Comparing Affordable Intraday Data Sources: TradeStation vs. Polygon vs. Alpaca [Cracking Markets]
When building an intraday systematic strategy, the quality and consistency of historical data can make or break your trading results. Cost, however, is also a critical factor for many traders. We conducted a comprehensive analysis comparing three popular data providers offering REST APIs for(...)
- 8 months ago, 22 May 2025, 01:03am -
Finding an Edge in IPOs: Research and a Backtested Mechanical Trading System [Cracking Markets]
Ever heard the term "IPO" thrown around in financial news? Let's break down what it means and why it might be interesting for systematic traders. What Exactly is an IPO? "IPO" stands for "Initial Public Offering." It's the very first time a private company(...)
- 9 months ago, 29 Apr 2025, 01:51am -
US Stock Momentum Trading System for Retail Traders: Deep research [Cracking Markets]
I recently tested ChatGPT Pro’s Deep Research functionality (released on Monday, February 3, 2025)—currently priced at $200/month—using the latest o3-mini-high model. My objective? To evaluate how effectively it can assist in developing a US Stock Momentum Trading System for retail traders.(...)
- 1 year ago, 4 Feb 2025, 08:45pm -

    Welcome to Quantocracy

    This is a curated mashup of quantitative trading links. Keep up with all this quant goodness via RSS, X (Twitter), Facebook, StockTwits, Mastodon, Threads and Bluesky.

    Sources included on mashup:

    Folks who keep the lights on:


    Allocate Smartly
    Quantpedia
    Robot Wealth

     

    Other great sources:


    Alex Chinco
    Algorithmic Advantage
    Alpaca
    Alpha Architect
    Alpha Scientist
    Alvarez Quant Trading
    Anton Vorobets
    Artur Sepp
    Asm Quant
    Auquan
    Better Buy And Hold
    Black Arbs
    Build Alpha
    Capital Spectator
    Concretum Group
    Cracking Markets
    CSS Analytics
    Dekalog Blog
    Deltaray
    DileQuante
    DTR Trading
    EconomPic
    Engineered Portfolio
    ENNlightenment
    EP Chan
    Eran Raviv
    Factor Investor
    Financial Hacker
    Flirting with Models
    Foss Trading
    FX Macro Data
    Gatambook
    Gautier Marti
    Geodesic Edge
    GestaltU
    Grzegorz Link
    Hudson and Thames
    Invest Resolve
    Investing for a Living
    Investment Idiocy
    Jonathan Kinlay
    Kid Quant
    Koppian Adventures
    Light Finance
    Macrosynergy
    Mark Best
    Markov Processes
    Mathematical Investor
    Meb Faber
    Only VIX
    Open Source Quant
    OSM
    Outcast Beta
    Oxford Capital
    Paper to Profit
    Patrick David
    Philosophical Economics
    Portfolio Optimizer
    Propfolio Management
    Python For Finance
    Quant Connect
    Quant Fiction
    Quant For Hire
    Quant Insti
    Quant Journey
    Quant Rocket
    Quant Start
    Quantifiable Edges
    Quantish
    Quantitativo
    QuantStrat TradeR
    Quantum Financier
    Ran Aroussi
    Relative Value Arbitrage
    Return and Risk
    Return Stacked
    Scalable Capital
    Sitmo
    Six Figure Investing
    Sober Quant
    System Trader Show
    Systematic Edge
    Thiago Marzagao
    Timely Portfolio
    Todo Trader
    Tommi Johnsen
    Tr8dr
    Trading the Breaking
    Trading with Python
    TrendXplorer
    Turnleaf Analytics
    Two Centuries Investments
    Unexpected Correlations
    Voodoo Markets

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