This is a summary of links featured on Quantocracy on Wednesday, 03/06/2024. To see our most recent links, visit the Quant Mashup. Read on readers!
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Getting Started with the Interactive Brokers Native API [Robot Wealth]Here at Robot Wealth, we trade with Interactive Brokers (IB) primarily because they offer access to global markets at a reasonable price. In recent times, IB has put some time and effort into upping its tech game, including development of an API for interacting with its desktop trading applications. An application that interacts with IBs desktop trading applications via the API is essentially a
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Fitting with: exponential weighting, alpha and the kitchen sink [Investment Idiocy]I've talked at some length before about the question of fitting forecast weights, the weights you use to allocate risk amongst different signals used to trade a particular instrument. Generally I've concluded that there isn't much point wasting time on this, for example consider my previous post on the subject here. However it's an itch I keep wanting to scratch, and in
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Value vs Quality: More Correlated than Ever? [Finominal]P/E and ROE long-short factors have become highly correlated During certain periods investors favor expensive and unprofitable stocks However, it is difficult explaining the positive correlation outside of bubbles INTRODUCTION The older I get, the less I seem to know for certain about investing. The confidence in my knowledge has been steadily eroded over the years and much of the curriculum