This is a summary of links featured on Quantocracy on Wednesday, 01/06/2016. To see our most recent links, visit the Quant Mashup. Read on readers!
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Technologies Screening I [Algorythmn Trader]This is the first destination from our Roadmap where what to post about my technologies screening. This was, and still is an exciting journey and I want to do it in several parts. Feel free to comment this blog or send me a mail with suggestions and I would come over it into the next part. The good thing about my project was that I has to solve a domain specific problem so I dont need to care
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Genotick and the Dirty Sine (Machine Learning) [Throwing Good Money]I have been playing around with Genotick some more, the open-source genetic learning trading software by Lukasz Wojtow. One thing that has been puzzling me is that the software seems to do well on certain types of data, but not others. And Im having trouble identifying what sort of data its good at. At first I thought Genotick might have a long bias. It does smashingly well on
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Using Stops: The Good, The Bad and The Ugly [Alvarez Quant Trading]I recently gave a presentation on Better System Trader about using stops on a breakout strategy. The research produced results I was not expecting and may be surprising to you. The stops tested are No stops Maximum Loss using ATR (Intraday and End of Day) Maximum Loss using percentage (Intraday) Trailing ATR (Intraday and End of Day) Profit target using ATR (Intraday and End of Day) The Strategy