This is a summary of links featured on Quantocracy on Sunday, 02/28/2016. To see our most recent links, visit the Quant Mashup. Read on readers!
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Best Links of the Week [Quantocracy]These are the best quant mashup links for the week ending Saturday, 02/27 as voted by our readers: Build Better Strategies! Part 3: The Development Process [Financial Hacker] Volatility Futures and S&P500 Performance [Blue Sky AM] New Book from GestaltU: Adaptive Asset Allocation [Amazon] Advanced Trading Infrastructure Portfolio Class [Quant Start] In Search of the Perfect Recession
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A Statistical Arbitrage Strategy in R [Quant Insti]For those of you who have been following my blog posts for the last 6 months will know that I have taken part in the Executive Program in Algorithmic Trading offered by QuantInsti. Its been a journey and this article serves as a report on my final project focusing on statistical arbitrage, coded in R. This article is a combination of my class notes and my source code. I uploaded everything to