This is a summary of links featured on Quantocracy on Wednesday, 05/11/2022. To see our most recent links, visit the Quant Mashup. Read on readers!
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Selecting a Stock Market Data (Web) API: Not So Simple [Portfolio Optimizer]I am sometimes asked if I recommend any stock market data (web) API for a personal use, especially because I mention Alpha Vantage in a couple of previous posts1. I will describe in this post part of the thought process and of the due diligence which led me to select this financial market data provider together with another one (suspense). Notes: Some code snippets for pulling data out of
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Historic and recent performance by trading rule [Investment Idiocy]Another brief post this month; the deadline for the first draft of my latest book is only a couple of months away and I haven't got much free time! But I was asked an excellent question on twitter recently, which was how the various types of trading rule have contributed to my p&l this year. TLDR: divergent eg momentum good, skew brilliant, other convergent rules poor. In fact with my new