This is a summary of links featured on Quantocracy on Saturday, 04/06/2024. To see our most recent links, visit the Quant Mashup. Read on readers!
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Trend Following in Crypto Markets [Investing For A Living]It has been a while since Ive updated the blog. These days I spend most of my time writing for subscribers of my newsletter but Id like to get back to writing publicly again. So, to launch myself back into public blogging I thought I would write about Crypto and how classic trend following principles can be applied to these new assets. For long time readers or those familiar with trend
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FX trading signals with regression-based learning [SR SV]Regression-based statistical learning helps build trading signals from multiple candidate constituents. The method optimizes models and hyperparameters sequentially and produces point-in-time signals for backtesting and live trading. This post applies regression-based learning to macro trading factors for developed market FX trading, using a novel cross-validation method for expanding panel data.
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How to replicate your favorite investment portfolio [PyQuant News]Market indices are vital in finance, offering investors a quick look at the overall performance of a specific market or sector. They act as benchmarks for assessing the performance of different investment portfolios. Investors can copy the performance of an index for exposure to securities without the need to buy each one. This process is called index replication. In this newsletter, well make