The best quant mashup links for the two weeks ending Saturday, 06/11 as voted by our readers:
- A Survey of Deep Learning Techniques Applied to Trading [Greg Harris]
- Diversification Will Always Disappoint [Flirting with Models]
- Capital correction (pysystemtrade) [Investment Idiocy]
- Will Bonds Deliver Crisis Alpha in the Next Crisis? [Alpha Architect]
- The Internal Bar Strength Indicator [Jonathan Kinlay]
Big ups to Greg Harris for breaking into the list of 10 top ranked blogs at Quantocracy. I’m looking forward to big things in the future, and I highly recommend you follow Greg now on his blog and via Twitter.
We also welcome three blogs making their first ever appearance on the mashup.
- Simple Machine Learning Model to Trade SPY [Alpha Plot]
- Random Asset Allocation in the ASX200 [Ryan Kennedy]
- Need for Speed: High Frequency Economic News Trading [Justinas Brazys]
And finally, Jacques added a number of excellent new books to our Machine Learning library:
- Python Machine Learning
- Data Science from Scratch with Python
- Fundamentals of Machine Learning for Predictive Data Analytics
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[click graph to enlarge]
The graph to the right shows the average number of clickthroughs a link receives from our website (excluding RSS, Twitter and Stocktwits), broken out by the number of votes cast by our readers.
A core goal of Quantocracy is to have a positive impact on our corner of the financial world by rewarding the best work, and encouraging the best minds to keep writing.
As the graph makes clear, the citizens of Quantocracy are doing just that (way to go guys). Links with 11 or more votes receive nearly 6-times as many clickthroughs as a link with no votes (wow).
If you haven’t done so already, we invite you to register to vote and be a part of the effort. Your votes matter to the quant community.
Read on Readers!
Mike @ Quantocracy