This is a summary of links featured on Quantocracy on Tuesday, 01/23/2018. To see our most recent links, visit the Quant Mashup. Read on readers!
Deep Learning for Trading Part 3: Feed Forward Networks [Robot Wealth]This is the third in a multi-part series in which we explore and compare various deep learning tools and techniques for market forecasting using Keras and TensorFlow. In Part 1, we introduced Keras and discussed some of the major obstacles to using deep learning techniques in trading systems, including a warning about attempting to extract meaningful signals from historical market data. If you
Can mutual fund investors beat the market? [Mathematical Investor]Many individual investors employ mutual funds as an alternative to direct ownership of stocks or bonds. Indeed, mutual funds have some advantages: Diversity: Even a single fund can encapsulate a large sector of the market. Peace of mind: One is less likely to stress out about sudden bad news regarding a particular firm if one owns shares in it only indirectly as part of a large mutual funds
When New Years Begin With A Steady Stream Of Up Days [Quantifiable Edges]The start to 2018 has been fairly remarkable. The SPX has only closed down 3 days so far, while closing up 11 days. That is a substantial hot streak, and one might think that such a strong run to start the year would almost certainly have to pullback soon. So I checked. 2018-01-23 The imminent pullback theory certainly does not seem to work here. All 6 previous instances were higher 2, 7, 8, and 9