The best quant mashup links for the week ending Saturday, 11/14 as voted by our readers:

• Build Better Strategies! [Financial Hacker]
• A Filter Selection Method Inspired From Statistics [QuantStrat TradeR]
• Unsupervised candlestick classification for fun and profit – part 1 [Robot Wealth]
• Random data: Evaluating [Investment Idiocy]
• Correlation and correlation structure (3), estimate tail dependence using regression [Eran Raviv]
• The World’s Longest Trend-Following Backtest [Alpha Architect]

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The prayers of everyone associated with Quantocracy go out to the people of France. I lack the eloquence to find words that could possibly begin to soften your pain, but please know that the world weeps for you, and stands united with you.

Vive la France!

The best quant mashup links for the week ending Saturday, 11/07 as voted by our readers:

• Using random data [Investment Idiocy]
• GMO Flows Turn Negative – An Ominous Sign for Risk Taking [EconomPic]
• The Financial Hacker’s Cold Blood Index [Robot Wealth]
• VIX Trading Strategies in October [Volatility Made Simple]

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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, 10/31 as voted by our readers:

• The Cold Blood Index [Financial Hacker]
• How to Write a Great Quant Blog [Quant Start]
• High Frequency Market Microstructure: Part 1 (Microstructure Noise) [Portfolio Effect]
• Buy the Winners [Systematic Relative Strength]
• Correlations Can Be Predictive [Larry Swedroe]

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

• Hedge Fund Closet Indexing: 2015 Update [Alpha Beta Works]

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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

My fellow quant nerds, we need to vote more. Less than 2% of clickthroughs result in a vote. I know we can do better. Higher rated links are read significantly more often, so help me to encourage bloggers to write quality content by registering to vote and making your voice heard. — Mike @ Quantocracy

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The best quant mashup links for the week ending Saturday, 10/24 as voted by our readers:

• Did the CME Data change impact your strategies? [System Trader Success]
• Back-test Reality Check [Systematic Investor]
• Interview with Alan Clement [Better System Trader]
• How well can you scale your strategy? [QuantStrat TradeR]

Links from Quantocracy:

• Most Popular Books from the Bloggers at Quantocracy

The best quant mashup links for the week ending Saturday, 10/17 as voted by our readers:

• Returns clustering with K-means algorithm [Quant Dare]
• Absolute Strength Momentum Investing Strategy [Alpha Architect]
• Guns, Bombs and eSports: Applying Data and Portfolio Analytics to Counter-Strike Gambling [Kevin Pei]
• I Hired a Contract Coder [Financial Hacker]
• Volatility Stat-Arb Shenanigans [QuantStrat TradeR]

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

• Intraday Strategy Backtesting in R – Part 2 (Rule-based Strategies) [Portfolio Effect] 

And in case you missed it, important site news for our readers and bloggers:

• Site News [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

The best quant mashup links for the week ending Saturday, 10/03 as voted by our readers:

• Empirical Finance: Meeting Fiduciary Standards Through Skepticism, Not Cynicism [GestaltU]
• Forget “Active vs. Passive”: It’s All About Factors [GestaltU]
• Strategy Replication – Evolutionary Optimization based on Financial Sentiment Data [Mintegration]
• Interview with Robert Carver [Better System Trader]

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

• Boosting Strategies by Filtering Trades [Financial Hacker]
• Should we consider Gold? [Sharpe Returns]

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My fellow quant 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, 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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My fellow quant 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, 09/19 as voted by our readers:

• Hacking the Random Walk Hypothesis [Turing Finance]
• Getting Started: Building a Fully Automated Trading System [Quants Portal]
• Interview with Euan Sinclair [EP Chan]
• Interview with Dr Ernest Chan [Factor Wave]
• Hypothesis Driven Development Part IV: Testing The Barroso/Santa Clara Rule [QuantStrat TradeR]

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

• Out-of-sample test of market timing with moving averages [Quantitative Investor]
• Statistics Behind Pair Trading (I): Correlation and Cointegration [Quant Insti]

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My fellow quant 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, 09/12 as voted by our readers:

• Book Review: DIY Financial Advisor: A Simple Solution to Build and Protect Your Wealth [Dual Momentum]
• Hypothesis-Driven Development Part II [QuantStrat TradeR]
• Autoregressive Moving Average ARMA(p, q) Models for Time Series Analysis – Part 3 [Quant Start]
• The Case for Put Writing / Further Improving PutWrite Performance [EconomPic]

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

• Afterthoughts of my MSc in Quantitative Finance [Mini Quant]

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My fellow quant 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, 09/05 as voted by our readers:

• VIX Trading Strategies in August [Volatility Made Simple]
• Systems building – Checks and balances [Investment Idiocy]
• New Book Relased: DIY Financial Advisor [Alpha Architect]

Two of readers’ top voted links this week were new book announcements. Note that we were in no way compensated for either, but we are happy to see readers responding well to work we admire.

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

• Strategy Replication – Nonlinear SVMs can systematically identify stocks with high and low future returns [Mintegration]
• Economics, Mathematics, & Common Sense [Alphamaximus]

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My fellow quant 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