Quantocracy

Quant Blog Mashup

ST
  • Quant Mashup
  • About
    • About Quantocracy
    • FAQs
    • Contact Us
  • ST
Quant Mashup - Golden Compass
Ensemble Methods for E-Mini S&P 500 Futures Long/Short Strategy [Golden Compass]
Ensemble methods are learning algorithms that construct a set of classifiers and then classify new data points by taking a (weighted) vote of their predictions. This is with the intention that ensembles will achieve better prediction accuracy than individual classifiers. In machine learning
- 7 years ago, 14 Nov 2017, 01:22pm -
Comparing Supervised Learning Methods for Hang Seng Futures Long/Short Strategy [Golden Compass]
Trend prediction in financial markets is a very complex task, due to the fact that prices are inherently noisy, non-stationary, and deterministically chaotic. In recent years, studies have leveraged various machine learning algorithms to tackle this task. Leung, Chen, and Daouk (2001) used a
- 7 years ago, 5 Oct 2017, 11:12am -
SVM Trend Strategy on Nikkei 225 Mini Futures [Golden Compass]
Motivation Support Vector Machines (SVM) are among the most popular Supervised Learning techniques for classification and regression, due to their ease in usage to find non-linear patterns. They work by separating data by finding an optimal threshold – known as a decision boundary or hyperplane,
- 7 years ago, 20 Sep 2017, 11:11am -
Statistical Arbitrage on a Cross-border Soybean Crush Spread [Golden Compass]
Pairs trading is one of the simplest forms of statistical arbitrage which involves exploiting relative mispricings between two similar assets. It operates based on the assumption of the law of one price; that anomalies among securities valuation will occur in the short run but in the long run, will
- 7 years ago, 28 Aug 2017, 07:54am -
Measuring Market Divergence for Systematic Trend Following [Golden Compass]
In his 2012 book, Nicholas Nassim Taleb defined the term antifragile for representing things that benefit from disorder. When this concept is applied to trading, an obvious example can be seen in the relative outperformance of systematic trend following strategies during market crises. In the CTA
- 7 years ago, 7 Aug 2017, 04:21am -
Information Content in the Limit Order Book for Crude Oil Futures (WTI) [Golden Compass]
Order book imbalance strategies have been a big alpha source in automated market making. Tick by tick observations provide important information about general market sentiment and direction, and high frequency trading firms (HFTs) have been very efficient at trading on this information at very low
- 7 years ago, 24 Jul 2017, 10:37am -
Intratrade [Golden Compass]
This article is on the analysis of intra-arrival times of future contract trades, analysing market behaviour, and identification of other particpants’ trading strategy. Intra-arrival time has close relationship with the quantity of each trade. One reason behind this is that many participants use
- 7 years ago, 10 Jul 2017, 01:12am -

    Welcome to Quantocracy

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

    Sources included on mashup:

    Top Ranked by Readers


    Allocate Smartly
    EconomPic
    Financial Hacker
    Flirting with Models
    Hudson and Thames
    Investment Idiocy
    Quant Start
    QuantStrat TradeR
    Robot Wealth
    Turing Finance

     

    Other Great Sources


    Alex Chinco
    Alpaca
    Alpha Architect
    Alpha Scientist
    Alvarez Quant Trading
    Artur Sepp
    Asm Quant
    Auquan
    Better Buy And Hold
    Black Arbs
    Blue Owl Press
    Blue Sky AM
    Build Alpha
    Capital Spectator
    CSS Analytics
    Dekalog Blog
    DileQuante
    DTR Trading
    ENNlightenment
    EP Chan
    Eran Raviv
    Factor Investor
    Factor Research
    Following the Trend
    Foss Trading
    Gekko Quant
    Geodesic Edge
    GestaltU
    Invest Resolve
    Investing for a Living
    Jonathan Kinlay
    Kid Quant
    Koppian Adventures
    Light Finance
    Machine Factor Tech
    Mark Best
    Markov Processes
    Mathematical Investor
    Meb Faber
    Only VIX
    Open Source Quant
    OSM
    Oxford Capital
    Patrick Aschermayr
    Patrick David
    Philosophical Economics
    Portfolio Optimizer
    Propfolio Management
    Python For Finance
    Quant at Risk
    Quant Connect
    Quant Fiction
    Quant For Hire
    Quant Insti
    Quant Journey
    Quant Rocket
    Quantifiable Edges
    Quantpedia
    Quants Portal
    Quantum Financier
    R Trader
    Ran Aroussi
    Relative Value Arbitrage
    Reproducible Finance
    Return and Risk
    Scalable Capital
    Scott's Investments
    Six Figure Investing
    Sober Quant
    SR SV
    System Trader Show
    Systematic Edge
    Thiago Marzagao
    Throwing Good Money
    Timely Portfolio
    Todo Trader
    Top of the Bell Curve
    Tr8dr
    Trading with Python
    TrendXplorer
    Two Centuries Investments
    Voodoo Markets
    Wisdom Trading

     

    Other Great Aggregators


    Abnormal Returns
    Academic Quant News
    Carl Carrie
    Quant Conferences
    R-Bloggers

    Copyright © 2015-2025 · Site Design by: The Dynamic Duo