This is a summary of links featured on Quantocracy on Thursday, 05/21/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
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Speaking to Legends: New Podcast from The Team at The Quant Conference (@TheQuantConf) [Speaking to Legends]Speaking to Legends is a quest for ideas, insights, and stories from the lives of the most successful hedge fund managers. We learn about their spectacular careers, we share life lessons and dissect their investment techniques. Join us for this journey.
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Handling a Large Universe of Stock Price Data in R: Profiling with profvis [Robot Wealth]Recently, we wrote about calculating mean rolling pairwise correlations between the constituent stocks of an ETF. The tidyverse tools dplyr and slider solve this somewhat painful data wrangling operation about as elegantly and intuitively as possible. Why did you want to do that? Were building a statistical arbitrage strategy that relies on indexation-driven trading in the constituents. We
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VADER Sentiment Analysis in Algorithmic Trading [Quant Insti]In Finance and Trading, a large amount of data is generated every day. This data comes in the form of News, Scheduled Economic releases, employment figures, etc. It is clear that the news has a great impact on the prices of stocks. Every trader takes great efforts in keeping track of the latest news and updates trade calls accordingly. Automating this task provides better trading opportunities. In
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An Improved Volume Profile Chart with Levels [Dekalog Blog]Without much ado, here is the code ## Copyright (C) 2020 dekalog ## ## This program is free software: you can redistribute it and/or modify it ## under the terms of the GNU General Public License as published by ## the Free Software Foundation, either version 3 of the License, or ## (at your option) any later version. ## ## This program is distributed in the hope that it will be useful, but ##