This is a summary of links featured on Quantocracy on Wednesday, 04/06/2022. To see our most recent links, visit the Quant Mashup. Read on readers!
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Benford s Law and Strategy Selection [Alvarez Quant Trading]While talking to a trader, he mentioned an article in the December 2021 issue of Technical Analysis of Stocks & Commodities about Benfords Law. I had read the same article and was wondering how it could be applied to my trading. Benfords Law is often used to look for fraud. I am sure I am not committing fraud on myself. As we talked, we wondered whether this could help in selecting which
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Transformers: is attention all we need in finance? Part II [Quant Dare]Using PyTorch to test the attention mechanism applied to time series forecasting. Introduction In the previous post we saw what Transformers are and how they work in its basic form. In this post we will develop one possible way to adapt the original design, which was created [1] to target NLP tasks, for time series applications. We will use PyTorch to implement some models and test the results