The best quant mashup links for the week ending Saturday, 08/29 as voted by our readers:

• A New Harry Long Strategy, And Plans For Hypothesis-Driven Development [QuantStrat TradeR]
• Quant-Trader or Trader-Quant? [MKTSTK]
• Combining Value and Momentum in Stock Selection and Market Timing [Alpha Architect]
• The Trajectory of a Crash [Philosophical Economics]

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

• The Art of Backtesting [Cantab Capital]
• Impossible Trinity Of Sizing [Algo Trading 101]

* * *

My fellow quant traders, ask not what Quantocracy can do for you, ask what you can do for Quantocracy. Encourage bloggers to write quality content by voting for your favorite links on our quant mashup. 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, 08/22 as voted by our readers:

• The Kalman Filter and Pairs Trading [MKTSTK]
• The Gamblers’ Fallacy [Factor Wave]
• Strategy Gamma Overview [John Orford]
• The Health of Stock Mean Reversion: Dead, Dying or Doing Just Fine [Alvarez Quant Trading]
• Introduction to Monte Carlo Analysis Part 1 [Quants Portal]

My fellow quant traders, ask not what Quantocracy can do for you, ask what you can do for Quantocracy. Encourage bloggers to write quality content by voting for your favorite links on our quant mashup. 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, 08/15 as voted by our readers:

• Bring Data [Dual Momentum]
• Absolute Strength Momentum: Guley And Petkova (2015) [Flirting with Models]
• Vectorised Backtest in R [Quants Portal]
• Mojito 3.0 Strategy [Volatility Made Simple]
• Death of (Plain Vanilla) Value – Long Live GARP [EconomPic]

My fellow quant nerds, ask not what Quantocracy can do for you, ask what you can do for Quantocracy. Encourage bloggers to write quality content by voting for your favorite links on our quant mashup.

If you haven’t done so already, take a moment to 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, 08/08 as voted by our readers:

• Two Centuries of Momentum [Flirting with Models]
• VIX Trading Strategies in July [Volatility Made Simple]
• Interview with Scott Andrews [Better System Trader]
• A Quant’s view of CFA Level I [Turing Finance]
• Battle Of New Factor Models [Larry Swedroe]

We need to vote more. About 1% of clickthroughs result in a vote. That’s just not enough. A vote doesn’t necessarily mean a link is the greatest of all time, it simply means that it’s good and deserves to be read by others. So let your voice be heard and 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, we invite you to 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 links for the month of July, as voted by our readers:

• P/E “Attention” Strategies Earn Monthly Excess Return of 1% [Alpha Architect]
• Back to Fundamentals [Dual Momentum]
• New Paper from Markowitz: Introducing the Gerber Statistic [Flirting with Models]
• Video: James Simons – Numberphile [YouTube]
• All Strategies Blow Up [GestaltU]
• Value and Momentum are Highly Correlated [Dual Momentum]
• VIX Trading Strategies in June [Volatility Made Simple]
• The Origins of Momentum [Quants Portal]
• Backtesting in Excel: Adding position sizing [Quants Portal]

We need to vote more folks. About 1% of clickthroughs result in a vote. That’s just not enough. A vote doesn’t necessarily mean a link is the greatest of all time, it simply means that it’s good and deserves to be read by others. So let your voice be heard and encourage bloggers to write quality content. We do our part by providing this site gratis. All we ask is that you take a moment to participate in the process.

If you haven’t done so already, we invite you to 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 links of the week ending Saturday, 07/11 as voted by our readers:

• Video: James Simons – Numberphile [YouTube]
• Value and Momentum are Highly Correlated [Dual Momentum]
• All Strategies Blow Up [GestaltU]
• Backtesting in Excel: Adding position sizing [Quants Portal]
• The Origins of Momentum [Quants Portal]

Last week I asked readers to do more voting, and you responded by more than doubling the votes cast on our mashup. That’s fantastic, but we can do even better, so let’s keep it going. Remember, a vote doesn’t necessarily mean a link is the greatest of all time, it simply means that it’s good and deserves to be read by others. So let your voice be heard and encourage bloggers to write quality content. We do our part by providing this site gratis. All we ask is that you take a moment to participate in the process.

If you haven’t done so already, we invite you to 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 links of the week ending Saturday, 07/04 as voted by our readers:

• Fitness Landscape Analysis for Computational Finance [Turing Finance]
• VIX Trading Strategies in June [Volatility Made Simple]
• Interview with Andreas Clenow [Better System Trader]

We need to vote more folks. About 1% of clickthroughs result in a vote. That’s just not enough. A vote doesn’t necessarily mean a link is the greatest of all time, it simply means that it’s good and deserves to be read by others. So let your voice be heard and encourage bloggers to write quality content. We do our part by providing this site gratis. All we ask is that you take a moment to participate in the process.

If you haven’t done so already, we invite you to 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 five links of the week ending Saturday, 06/27, as voted by our readers:

• Interview with Ernest Chan [Better System Trader]
• Think MPT Doesn’t Work? Clearing Up Some Misconceptions [CSS Analytics]
• Creating an Open Source Hedge Fund Strategy [Quants Portal]
• Losing Streak Indicator [System Trader Success]
• A Random Ass Kicking of Wall Street [Following the Trend]

We’ve given readers control over the content here at Quantocracy with the ability to vote on links in our Mashup. Readers can reward and encourage quality workmanship by deciding which links get visibility. If you haven’t done so already, we invite you to be a part of that by taking a minute to register to vote. Once registered, you can choose to remain logged in indefinitely, making voting as easy on you the reader as possible. Let your voice be heard!

Read on Readers!
Mike @ Quantocracy