This is a summary of links featured on Quantocracy on Tuesday, 03/01/2016. To see our most recent links, visit the Quant Mashup. Read on readers!
Server -I- Intro [Algorythmn Trader]In my previous posts I was talking about my experience learning the basics of service oriented applications. After many days and nights struggling with all the theory, practicing and trying different concepts and libraries, it forced me to go two steps back and watching the whole big picture of all. This post will be about my starting point and will be the base for many upcoming posts. The
Some New Developments In Volatility Calculations [Only VIX]If you're working with daily data (without access to intraday data) and need to calculate volatility, then using close-to-close squared returns is by far not the best way to go. Trades and quants know that it is a very noisy metric, and come up with few work-arounds. In this post I will do a very quick review of some available options, as well as new developments. I am not planning a thorough
A Book Review of Adaptive Asset Allocation from @GestaltU [QuantStrat TradeR]This review will review the Adaptive Asset Allocation: Dynamic Global Portfolios to Profit in Good Times and Bad book by the people at ReSolve Asset Management. Overall, this book is a definite must-read for those who have never been exposed to the ideas within it. However, when it comes to a solution that can be fully replicated, this book is lacking. Okay, its been a while since I