This is a summary of links featured on Quantocracy on Sunday, 06/14/2015. To see our most recent links, visit the Quant Mashup. Read on readers!
-
Interview with Ralph Vince [Better System Trader]Ralph Vince is a trading systems expert who has been programming trading systems for fund managers, sovereign wealth funds and staking systems for "professional gamblers," since the early 1980's, working as a personal programmer to legendary traders like Larry Williams. He is a recognized authority on position sizing in trading and has written numerous books and professiona
-
Predicting Heavy and Extreme Losses in Real-Time for Portfolio Holders [Quant at Risk]The probability of improbable events. The simplicity amongst complexity. The purity in its best form. The ultimate cure for those who trade, for those who invest. Does it exist? Can we compute it? Is it really something impossible? In this post we challenge ourselves to the frontiers of accessible statistics and data analysis in order to find most optimal computable solutions to this en