The best quant mashup links for the two weeks ending Saturday, 07/09 as voted by our readers:

• Backtesting Based on Multiple Signals – Beware of Overfitting [Alpha Architect]
• Cloud-Based Automated Trading System with Machine Learning [Quant Insti]
• Alpha’s measurement problem [Flirting with Models]
• Can a simple Market Internals technique improve trading strategy results? [Better System Trader]
• Deciphering Correlation Hedged Momentum [TrendXplorer]

We also welcome one new blog making its first ever appearance on the mashup:

• Intro to Algorithmic Trading with Heikin-Ashi [Quantiacs]

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Your votes matter to the quant community.

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

The best quant mashup links for the two weeks ending Saturday, 06/25 as voted by our readers:

• Recommended Reading [Robot Wealth]
• Binary Options: Scam or Opportunity? [Financial Hacker]
• Some harmless data-mining: Testing individual words in EDGAR filings [Greg Harris]
• Simple Machine Learning Model to Trade SPY [Alpha Plot]
• Want to Know the Secret to Inefficient Prices? Lazy Prices. [Alpha Architect]
• Strategy Evaluation with Dave Walton [Better System Trader]

There have also been some well received links from new blogger Tulip Quant. Unfortunately, Tulip’s site has been having technical difficulties as of late, so I didn’t include his links here, but if the site is up when you read this, I would recommend hopping over and having a look.

* * *

Your votes matter to the quant community.

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

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

* * *

Your votes matter to the quant community.

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

The best quant mashup links for the two weeks ending Saturday, 05/28 as voted by our readers:

• A simple breakout trading rule (pysystemtrade) [Investment Idiocy]
• Some Impressions from R Finance 2016 [Revolutions]
• Most popular machine learning R packages [Eran Raviv]
• Exploring Extreme Asset Returns [Quant Dare]

And in case you missed it, the latest from Quantocracy:

• Where Do All the Clicks Go? [Quantocracy]

* * *

Your votes matter to the quant community.

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

The best quant mashup links for the two weeks ending Saturday, 04/23 as voted by our readers:

• Lossless Compression Algorithms and Market Efficiency? [Turing Finance]
• You can’t beat all the chimps [Following the Trend]
• My Year-Long Experience as the Fastest Form-4 Trader [Greg Harris]
• Are 3-year track records meaningful? [Flirting with Models]
• The Changing Generations of Financial Data [Quandl]
• Probability of Black Swan Events at NYSE [Quant at Risk]
• Are R^2s Useful In Finance? [QuantStrat TradeR]
• 10 Tips to Help Discretionary Traders Compete with Quants [Greg Harris]

We also welcome one blog making its first ever appearance on the mashup:

• Kaufman’s Market Efficiency Model [Milton FMR]

And finally, the latest from Quantocracy:

• Machine Learning Section Added to Our Library with Robot Wealth [Quantocracy]
• How Changing our Brand Supercharged Our Growth on Twitter [Quantocracy]

* * *

Your votes matter to the quant community.

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

The best quant mashup links for the two weeks ending Saturday, 04/09 as voted by our readers:

• Build Better Strategies! Part 4: Machine Learning [Financial Hacker]
• Momentum for Buy-and-Hold Investors [Dual Momentum]
• A Monte Carlo Simulation function for your back-test results – in R [Open Source Quant]
• Even bad strategies will perform well [Flirting with Models]
• The case for Regime-Switching GARCH [Eran Raviv]
• Smart Beta: Data Mining, Arbitraged Away, Or Here To Stay? [Alpha Architect]

We also welcome one blog making its first ever appearance on the mashup:

• Taleb: “Silent Risk”, Chapter 3, Section 3.2 “Problems and Inverse Problems” [Blue Event Horizon]

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A Shout-Out to Quant News

I just wanted to take a moment to give a shout-out to fellow aggregator Quant News (Twitter: @QuantNews_com).

QN makes for an excellent pairing with Quantocracy because they fill two key gaps in our mashup: academic papers and industry news. Neither has been the main focus of our site, but both are just important as the subjects we do cover. While academia can be more difficult to digest for some readers, it’s the foundation upon which many of the more practitioner-oriented articles that you find here are built.

QN is the brainchild of Greg Harris, who can also be found on his personal quant blog at GregHarris.info and on Twitter at @GFrankHarris.

I encourage the denizens of Quantocracy to integrate QN into their daily reading, and I look forward to big things from Greg in the months and years ahead.

Read on Readers!
Mike @ Quantocracy

These are the best quant mashup links for the week ending Saturday, 03/26 as voted by our readers:

• FX: multivariate stochastic volatility – part 2 [Predictive Alpha]
• Predicting Stock Market Returns—Lose the Normal and Switch to Laplace [Six Figure Investing]
• Momentum for Buy-and-Hold Investors [Dual Momentum]

* * *

Your votes matter to the quant community.

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

The best quant mashup links for the two weeks ending Saturday, 03/19 as voted by our readers:

• How to Learn Advanced Mathematics Without Heading to University – Part 1 [Quant Start]
• When Measures Become Targets: How Index Investing Changes Indexes [Investor’s Field Guide]
• Meet the DIY Quants Who Ditched Wall Street for the Desert (h/t Abnormal Returns)
• Evolving Neural Networks through Augmenting Topologies – Part 1 of 4 [Gekko Quant]
• Diversification and small account size [Investment Idiocy]

We also welcome one blog making its first ever appearance on the mashup this week:

• Out Over Your Skis: How to Identify a Growth Trap [Factor Investor]

* * *

Your votes matter to the quant community.

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

These are the best quant mashup links for the week ending Saturday, 03/05 as voted by our readers:

• Quality is Rewarded: Clickthroughs vs Voting [Quantocracy]
• Machine learning for financial prediction: experimentation with Aronson’s latest work – part 1 [Robot Wealth]
• Tech is Alpha [Cantab Capital]
• Dual Momentum and Dollar Cost Averaging [Dual Momentum]
• A Statistical Arbitrage Strategy in R [Quant Insti]
• Ranking Global Stock Markets On Valuation [Meb Faber]

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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

These are the best quant mashup links for the week ending Saturday, 02/27 as voted by our readers:

• Build Better Strategies! Part 3: The Development Process [Financial Hacker]
• Volatility Futures and S&P500 Performance [Blue Sky AM]
• New Book from GestaltU: Adaptive Asset Allocation [Amazon]
• Advanced Trading Infrastructure – Portfolio Class [Quant Start]
• In Search of the Perfect Recession Indicator [Philosophical Economics]

* * *

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