I’ve been off the beaten path for the last few weeks in East Africa, so I’m long overdue one of these “best of” posts. Below are the best quant mashup links while I was away, as voted by our readers:

• Stock Market Prices Do Not Follow Random Walks [Turing Finance]
• Fitting time series models to the forex market: are ARIMA/GARCH predictions profitable? [Robot Wealth]
• A Quant’s Approach to Building Trading Strategies: Part One [Quandl]
• A Quant’s Approach to Building Trading Strategies: Part Two [Quandl]
• Computers vs Humans – considering the median [Investment Idiocy]
• Architecture I [Algorythmn Trader]
• Even God Would Get Fired as an Active Investor [Alpha Architect]
• Are markets getting faster? [Flirting with Models]
• The three oenophiles [Flirting with Models]
• Intra-day data from Quandl and a new tick database in town – party time! [Mintegration]

Also, Jacques added one new book to our quant books library:

• Unholy Grails: A New Road to Wealth

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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

The best quant mashup links for the two weeks ending Saturday, 01/30 as voted by our readers:

• Advanced Trading Infrastructure – Position Class [Quant Start]
• Why Is Momentum Neglected? [Dual Momentum]
• Automated Trading: Order Management System [Quant Insti]
• Correlations, Weights, Multipliers…. (pysystemtrade) [Investment Idiocy]
• Dissecting a trend following strategy in 2015 [Flirting with Models]
• How well does the “January barometer” work? [Mathematical Investor]
• Quantitative Trading Strategy Using R: A Step by Step Guide [Quant Insti]
• Podcast: Algorithmic Forecasting with Larry Williams [Better System Trader]

We also welcome two blogs making their first ever appearance on the mashup:

• Correlation Between Oil and GCC Banks and Financial Services [Bayan Analytics]
• The Internal Bar Strength Indicator [Backtest Wizard]

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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, 01/16 as voted by our readers:

• If you’re going to sin, sin systematically [Flirting with Models]
• On The Relationship Between the SMA and Momentum [QuantStrat TradeR]
• Components of a black box, humans vs computers, and HFT w/ @RishiKNarang [Chat With Traders]
• Monthly Commentary: December 2015 [Blue Sky AM]

Also, Jacques added one new book to our quant books library:

• Python for Quants (from Quant at Risk) [Amazon]

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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

The best quant mashup links for the week ending Saturday, 01/09 as voted by our readers.

• Exploring mean reversion and cointegration: part 2 [Robot Wealth]
• Dear Brokers… [Financial Hacker]
• Quant Strategies: From Idea to Execution in Python [Quant Insti]
• New Book from Meb Faber: Invest With The House: Hacking The Top Hedge Funds [Amazon]

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

• Technologies Screening I [Algorythmn Trader]

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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

The best quant mashup links for the week ending Saturday, 01/02 as voted by our readers.

• Three Value Investors Meet in a Bar [Investor’s Field Guide]
• State Space Models and the Kalman Filter [Quant Start]
• Trend Following In Financial Markets: A Comprehensive Backtest [Philosophical Economics]
• Cesar Alvarez Studies Stop Losses [Better System Trader]

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

• Towards a better equity benchmark: random portfolios [Predictive Alpha]

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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

The best quant mashup links for the week ending Saturday, 12/26 as voted by our readers.

• Build Better Strategies! Part 2: Model-Based Systems [Financial Hacker]
• Returns don’t mean revert, fundamentals do [Flirting with Models]
• US Recession Callers Are Embarrassing Themselves [Macrofugue]

Also, Jacques added two new books to our quant books library (a big mahalo to QuantStrat TradR for your input):

• 25 Recipes for Getting Started with R [Amazon]
• The R Inferno [Amazon]

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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

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:

• Computational Intelligence: An Introduction [Amazon]

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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

The best quant mashup links for the week ending Saturday, 12/05 as voted by our readers:

• Predicting volatility [EP Chan]
• Announcing the QuantStart Advanced Trading Infrastructure Article Series [Quant Start]
• Exploring mean reversion and cointegration with Zorro and R: part 1 [Robot Wealth]
• The Quantitative Momentum Investing Philosophy [Alpha Architect]

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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

The best quant mashup links for the week ending Saturday, 11/28 as voted by our readers:

• Frog in the Pan: Identifying the Highest Quality Momentum Stocks [Alpha Architect]
• Better Tests with Oversampling [Financial Hacker]
• Bring More Data [Dual Momentum]
• A framework for rapid and robust system development based on k-means clustering [Robot Wealth]
• Predicting volatility [EP Chan]

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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

The best quant mashup links for the week ending Saturday, 11/21 as voted by our readers:

• Unsupervised candlestick classification for fun and profit – part 2 [Robot Wealth]
• Searching for an Efficient Market Regime Filter [Helix Trader]
• How the Number of Firms and Holding Periods Affect Momentum Funds [Alpha Architect]
• David Versus Goliath [Investment Idiocy]
• The Mean Reversion Case For (and Against) Strong Future Returns [EconomPic]
• Review: Inovance’s TRAIDE application [QuantStrat TradeR]

And in case you missed it, the backstory behind our new collection of quant trading books curated by Jacques Joubert of Quants Portal.

• An Awesome Collection of Quant Books from Quantocracy

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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