The best quant mashup links for the week ending Saturday, 09/26 as voted by our readers:
- Hypothesis-Driven Development Part V: Stop-Loss, Deflating Sharpes, and Out-of-Sample [QuantStrat TradeR]
- Combining diversified alpha to deliver superior Sharpe [Quants Portal]
Three of the top rated links this week resulted from a bit of a kerfuffle between two bloggers frequently featured on the mashup.
While I think skepticism and debate are essential, and something we quantitative types are inherently suited for, generally speaking, I take a dim view of personal conflict within our community of quant bloggers.
The investment world at large is rife with name-calling and chest-pounding, the jocks and the popular kids in the lunch room so to speak. We are, by our very nature, the nerds at the “smart kids” table. There aren’t a lot of us, and while we should demand a lot from one another, when all is said and done, we should also stick together.
Having said all of that, I think that there was value in both bloggers’ underlying points of view, and opted to carry the kerfuffle on the mashup.
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Read on Readers!
Mike @ Quantocracy