This is a summary of links featured on Quantocracy on Sunday, 02/05/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
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New Book Added: The Leverage Space Trading Model by Ralph Vince [Amazon]The cornerstone of money management and portfolio optimization techniques has remained the same throughout history: maximize gains and minimize risk. Yet, asserts Ralph Vince, the widely accepted approaches of combining assets into a portfolio and determining their relative quantities are wrongand will cost you. They illuminate nothing, he says, aside from providing the illusion of safety
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Podcast: Combining simple concepts to build robust strategies with Art Collins [Better System Trader]Im excited to be sharing this one with you today for a number of reasons. Firstly, Ive been trying to get this guest on the show for over a year now, in fact its been longer than that because we first got in touch in July 2015, so its been a long time in the making. But secondly, and more importantly, was for the trading ideas this guests has, particularly the content that he shared in