This is a summary of links featured on Quantocracy on Friday, 05/10/2024. To see our most recent links, visit the Quant Mashup. Read on readers!
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Design Patterns for Order Latency – Why You May Need to Implement Your Own Gateway for Trading [Hanguk Quant]Most recently, I announced some coming, exciting upcoming things for quantpylib: Exciting Additions to Quantpylib Exciting Additions to Quantpylib HangukQuant May 6 Read full story as well as a demontration of its powers: Dual Momentum in Cryptocurrencies? Dual Momentum in Cryptocurrencies? HangukQuant May 4 Read full story Today, I want to talk about design principles when order latency is
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Building Better High Yield Portfolios – II [Finominal]The higher the yield, the lower the total return on average Combining the highest yielding strategies leads to risky portfolios Combining high yielding but uncorrelated strategies is more sensible INTRODUCTION We previously highlighted an almost linear inverse relationship between an investment strategys yield and its total return (read Building Better High Yield Portfolios). Investors,