This is a summary of links featured on Quantocracy on Friday, 04/06/2018. To see our most recent links, visit the Quant Mashup. Read on readers!
A Strategy For Each Day of the Week. Seriously? [Build Alpha]A different strategy for each day of the week? Sounds crazy, but is it? I have wrote about Turnaround Tuesday before: https://www.seeitmarket.com/turnaround-tuesday-wall-street-cliche-media-fiction-17013/ This simple strategy is actually at new highs since this was published over 10 months ago! But what about other markets? Is it possible to just trade one market per day of the week (from
Identifying Credibility of News by Dr. Sameena Shah [Quantopian]News moves markets and identifying its credibility is not always simple. In recent history we have seen questionable and fake news. Dr. Sameena Shah and her team previous team at Thomson Reuters created "Reuters News Tracer" that is able to detect news events and provide its credibility. In her talk, "Identifying Credibility of News", from QuantCon NYC 2017, Dr. Sameena Shah,