The best quant mashup links for the two weeks ending Saturday, 12/19 as voted by our readers:
- Using the LASSO to Forecast Returns [Alex Chinco]
- pysystemtrade [Investment Idiocy]
- Why Does Dual Momentum Outperform? [Dual Momentum]
- Why doesn’t the choice of performance measure matter? [MathFinance.cn]
We also welcome three blogs making their first ever appearance on the mashup:
- Using Market Breadth to Gauge Market Health (part 4) [Throwing Good Money]
- Building a backtesting system in Python: or how I lost $3400 in two hours [Jon.IO]
And lastly, Jacques added one new book to our quant books library:
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My fellow traders, ask not what Quantocracy can do for you, ask what you can do for Quantocracy. Vote for your favorite links on our quant mashup to encourage bloggers to write quality content. We do our part by providing this site without annoying advertising. All we ask is that you take a moment to participate in the process.
If you haven’t done so already, register to vote. Once registered, you can choose to remain logged in indefinitely, making voting as simple and painless as possible.
Read on Readers!
Mike @ Quantocracy