This is a summary of links featured on Quantocracy on Sunday, 02/12/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
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Speed up Python data access by 30x and more [Cuemacro]Lets say you send a letter from London to Tokyo. How long would it take to get a reply? At the bare minimum, it takes 12 hours for a letter to fly there, and then another 12 hours for a reply to fly back, so 1 day at least (and this ignoring the time it takes for your letter to be read, the time it takes to write a reply, the time it takes to post it etc.). We could of course use faster means
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Using PMI Data For Tactical Asset Allocation [Backtest Wizard]The 200 day moving average is perhaps one of the most well-known tactical asset allocation filters and many analysts suggest that you should be long the stock market if the Index is greater than the 200 day MA, and flat the stock market if the Index is less than the 200 day MA. For example, the following chart plots the buy and hold performance of the SPY (the black Line), and the performance of