This is a summary of links featured on Quantocracy on Friday, 07/19/2019. To see our most recent links, visit the Quant Mashup. Read on readers!
Trading Evolved Taking it to the Next Level [Following the Trend]A year in the making, my third book is now complete. Trading Evolved is quite different from my previous books, and substantially more information packed. This book is a practical, in-depth guide on how to backtest and analyze strategies using powerful Python techniques. To my knowledge, no such book exist at the moment. Trading Evolved is a trading book. Not a programming book. This book will
Compound Your Knowledge Ep 18: Size, Mom, Sell-Offs, & R Code [Alpha Architect]In this weeks post, we discuss four articles. The size, written by the folks at AQR, is titled Fact, Fiction, and the Size Effect and is a deep dive into the Size effectI highly recommend everyone read the underlying paper as well. The second article examines the baseline historical facts of market sell-offs, both within the U.S. and other markets. The third paper, summarized by Larry