This is a summary of links featured on Quantocracy on Sunday, 05/10/2015. To see our most recent links, visit the Quant Mashup. Read on readers!
Interview with Dr Howard Bandy [Better System Trader]Dr Howard Bandy has university degrees in mathematics, physics, engineering and computer science, completing graduate studies and research in modelling and simulation, statistics and some of the early work in artificial intelligence. He has over 50 years experience in research and applications of modelling and simulation of financial systems. Howard has previou
Cornish Fisher Strategy Discussion [John Orford]A reader got in touch with me asking for more details on Peter Urbani's Cornish Fisher strategy. It's a pull-all-your-money-of-the-table strategy designed to avoid catastrophic losses and keep returns compounding smoothly over time. How do we think about potential catastrophic returns? By measuring skewness and kurtosis of course! If w