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Quantocracy’s Daily Wrap for 04/01/2016

This is a summary of links featured on Quantocracy on Friday, 04/01/2016. To see our most recent links, visit the Quant Mashup. Read on readers!

  • Bayesian Linear Regression Models with PyMC3 [Quant Start]

    To date on QuantStart we have introduced Bayesian statistics, inferred a binomial proportion analytically with conjugate priors and have described the basics of Markov Chain Monte Carlo via the Metropolis algorithm. In this article we are going to introduce regression modelling in the Bayesian framework and carry out inference using the PyMC3 MCMC library. We will begin by recapping the classical,
  • Bold, Confident & WRONG: Why You Should Ignore Expert Forecasts [GestaltU]

    If you read the paper, watch the news, and listen to investment experts you are doing it all wrong. There are no market wizards; the emperors have no clothes; most people are swimming naked. The following paragraphs offer abundant and incontrovertible evidence condemning expert judgment for the great sham it really is. We also offer some practical ways to cope with the terrifying reality

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