Quantocracy

Quant Blog Mashup

ST
  • Quant Mashup
  • About
    • About Quantocracy
    • FAQs
    • Contact Us
  • ST
Quant Mashup - MathFinance.cn
Selected Interesting Papers from MFA Conference [MathFinance.cn]
I just returned Beijing from the Midwest Finance Association 2016 Annual Meeting in Atlanta, it is my first time in America, and the life there is quite different from that in the British cities... few people in downtown, hard to go out without a car, people are less friendly (at least look like)...
- 9 years ago, 8 Mar 2016, 03:37am -
Why doesn’t the choice of performance measure matter? [MathFinance.cn]
Choosing an appropriate performance measure is important for fund investors, nevertheless, many researchers find empirically that the choice of measures does not matter because those measures generate identical rank ordering, even though the distribution of fund returns is non-normal. In this paper
- 9 years ago, 7 Dec 2015, 11:58pm -
CDS Inferred Stock Volatility [MathFinance.cn]
I have written a working paper on CDS (credit default swap) implied stock volatility and found some interesting results. Post it here just in case someone is interested. Both CDS and out-of-money put option can protect investors against downside risk, so they are related while not being mutually
- 9 years ago, 14 Nov 2015, 01:48am -

    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