This is a summary of links featured on Quantocracy on Sunday, 01/10/2016. To see our most recent links, visit the Quant Mashup. Read on readers!
-
Best Links of the Week [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
-
Interview with Michael Cook [Better System Trader]Weve been very lucky to have a number of trading champions on the podcast before and this episode we get to talk to another champion trader, Michael Cook, who won the World Cup Trading championships in 2007 (Futures), 2011 (Stocks) and 2014 (Futures). Michael worked in the institutional world for a number of years before leaving behind the banks and hedge funds to trade for himself. In this
-
Give me good data, or give me death [Quantum Financier]A good discussion not to long ago led me to start a revolution against some data management aspects of my technology stack. Indeed it is one of the areas where the decisions made will impact every project undertaken down the road. Time is one of our most valuable resources and we need to minimize the amount of it we have to spend dealing with data issues. Messy and/or hard to use data is the