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The Whole Street is now Quantocracy.com

logo-square.20150406.02.tinyHello Reader – it dawned on me that there’s a huge group of readers who followed The Whole Street via RSS or email and never actually came to our site. Those folks would have never received our announcement that The Whole Street has moved to Quantocracy.com.

(sorry ’bout that)

Why the change?

The Whole Street did great things in its three years. We connected a whole lot of readers with a whole lot of bloggers, and (I hope) made this little corner of the blogosphere a little bit more awesome.

But I wanted to give users more power over the content of the site. Not all links are created equally, and our new site Quantocracy will soon feature forums, user ratings, and custom sorting that will help us to shine the light on the very best workmanship.

In the meantime, we’ve made the site much more readable and mobile-friendly, and added support for Stocktwits and Facebook. These daily RSS and email summaries will continue to work the same as they did before.

Apologies again for the late announce. If you haven’t already, we invite you to visit our new site: Quantocracy.com.

Read on readers!

Mike @ Quantocracy

Quantocracy’s Daily Wrap for 04/09/2015

This is a summary of links featured on Quantocracy on Thursday, 04/09/2015. To see our most recent links, visit the Quant Mashup. Read on readers!

  • New Book from Trader Edge: Exploiting Earnings Volatility: An Innovative New Approach to Evaluating, Optimizing, and Trading Option Strategies to Profit from Earnings Announce

    Exploiting Earnings Volatility introduces an innovative new framework for evaluating, optimizing, and trading option strategies to profit from earnings-related pricing anomalies. Leveraging his extensive background in option-pricing and decades of experience in investment management and trading, Brian Johnson developed this inventive approach specifically to design and manage option earnings strat
  • Lazy Evaluation in Finance [John Orford]

    You have the coding chops to automate your job; savvy to communicate a new easier solution to your client; or come up with that smart equation which neatly cuts through the bullshit. You're smart enough not to have to work needlessly hard. There's an idea in computer science call 'lazy evaluation' which allows your program to put its feet u
  • A Guide to Creating Your Own Smart Beta Fund [EconomPic]

    FT tries to define smart beta: Smart beta is a rather elusive term in modern finance. It lacks a strict definition and is also sometimes known as advanced beta, alternative beta or strategy indices. It can be understood as an umbrella term for rules based investment strategies that do not use the conventional market capitalisation weights that have been criticised for delivering sub-optimal return
  • Approaching Tax-Time seasonal boost $SPY [@NautilusCap]

    Approaching Tax-Time seasonal boost $SPY
  • Fast Walsh Hadamard Transform in Python [Quant at Risk]

    I felt myself a bit unsatisfied after my last post on WalshHadamard Transform and Tests for Randomness of Financial Return-Series leaving you all with a slow version of WalshHadamard Transform (WHT). Someone wise once said: in order to become a champion, you need to flight one round longer. So here I go, one more time, on WHT in Python. Please excuse me or learn from it. The choice is your
  • RUT Iron Condor – Dynamic Exit – 52 DTE – 16 Delta Continued [DTR Trading]

    This post is a continuation of the prior post. In this post we will look at the backtest results for dynamic exits of 52 days-to-expiration (DTE) Iron Condors (IC), with 16 delta short strikes, with different profit and loss exits as a percentage of the initial credit. Recall that these RUT ICs were all constructed with 20 point wide credit spreads. This is a non-directional options trading strate
  • Dividend Champion Portfolio April Update [Scott’s Investments]

    The High Yield Dividend Champion Portfolio is a publicly tracked stock portfolio on Scotts Investments. Its goal is to capture quality high yield stocks with a history of raising dividends. The screening process for this portfolio starts with the Dividend Champions as compiled by DRIP Investing. The list is comprised of stocks that have increased their dividend payout for at least 25
  • Factor Relative Momentum: surprising finding on ranking [RRSP Strategy]

    A Value or Momentum portfolio is selected each month, based on the highest previous 12 month return (R). Data are from Ken Frenchs library from 1950 to 2015. I use the large momentum portfolio and small value portfolio (the HML anomaly Continue reading