This is a summary of links featured on Quantocracy on Saturday, 01/09/2016. To see our most recent links, visit the Quant Mashup. Read on readers!
Components of a black box, humans versus computers, and high frequency trading w/ @RishiKNarang [Chat With Traders]To start the year with a bang, I have a very special guest on the podcast this week, who Id like you to meet his name is, Rishi Narang. Rishi has an impressive background, and has been involved with financial markets for over 20 years now. He originally started out as an analyst at Citibank, prior to co-founding TradeWorx with his brother Manoj Narang (a fintech company, turned
RSI(2)?25 X6! [Throwing Good Money]Today marks the sixth day in the row that the S&P 500s RSI(2) value was under 25.* Since Jan 1 2000, this has happened only 15 times prior to today. So I thought it would be fun to see what the forward return has been after these events. Heres a handy spreadsheet. I calculated the forward return from the following days open to the close of either the 5th or 20th day. I.e. if you were