This is a summary of links featured on Quantocracy on Tuesday, 02/23/2016. To see our most recent links, visit the Quant Mashup. Read on readers!
Build Better Strategies! Part 3: The Development Process [Financial Hacker]This is the third part of the Build Better Strategies series. In the previous part weve discussed the 10 most-exploited market inefficiencies and gave some example algorithms for trading strategies. In this part well analyze the general process of developing a model-based trading system. As almost anything, you can do trading strategies in (at least) two different ways: Theres the ideal
Yes, You Can Time the Market. How it Works, And Why [Jonathan Kinlay]One of the most commonly cited maxims is that market timing is impossible. In fact, empirical evidence makes a compelling case that market timing is feasible and can yield substantial economic benefits. Whats more, we even understand why it works. For the typical portfolio investor, applying simple techniques to adjust their market exposure can prevent substantial losses during market
Python in Sydney: Course+Workshop Wednesday, March 16, 2016 [Quant at Risk]Python in Sydney: Course+Workshop Wednesday, March 16, 2016