This is a summary of links featured on Quantocracy on Wednesday, 01/12/2022. To see our most recent links, visit the Quant Mashup. Read on readers!
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How to get serious about making money trading [Robot Wealth]In Australia, if youre serious about getting the job done effectively and efficiently, you might say: Im not here to f*** spiders. Many traders act like they are, indeed, here to f*** spiders. If youre making soup, you first need a good stock. Stock isnt exciting. Everyone has stock. Garnish is exciting, but you cant make soup from just garnish. Similarly, you need some stock
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Finding Alpha on the Internet – Part 2 [Derek Wong]I was continuing from the last post. I will explain why I picked the paper I did, answer the questions from the previous post, and show my note-taking and thought process. After reading hundreds if not thousands of whitepapers, blogs, or articles, this is my distilled version of how I approach it. I will document this for the first time. It may be different from how others approach it. Over time
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Trend-Following Filters Part 4 [Alpha Architect]Previous articles in this series examine, from a digital signal processing (DSP) frequency domain perspective, various types of digital filters used by quantitative analysts and market technicians to analyze and transform financial time series for trend-following purposes. An Introduction to Digital Signal Processing for Trend Following Trend-Following Filters Part 1 Trend-Following Filters
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Analyzing S&P 500 Constituents Returns by Sector [Quant Dare]In a previous post we analyzed the performance of US Sectors using SPDR Sector ETFs. Now, lets dive into the analysis of sectors using S&P 500 components and some measures of its performance. Before going any further, it is important to note that there are some differences between the Sector SPDR and the figures that we are going to see. In this analysis, we weight each company equally but