This is a summary of links featured on Quantocracy on Wednesday, 05/15/2019. To see our most recent links, visit the Quant Mashup. Read on readers!
Backtesting Bias: Feels Good, Until You Blow Up [Robot Wealth]In an ideal trading universe, wed all have a big golden causation magnifying glass. Through the lens of this fictional tool, youd zoom in and understand the fleeting, enigmatic nature of the financial markets, stripping bare all its causes and effects. Knowing exactly what causes exploitable inefficiencies would make predicting market behaviour and building profitable trading