This is a summary of links featured on Quantocracy on Friday, 06/15/2018. To see our most recent links, visit the Quant Mashup. Read on readers!
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Download Intraday Stock Data with IEX and Parquet [Black Arbs]IEX is a relatively new exchange (founded in 2012). For our purposes, what makes them different from other exchanges is they provide a robust FREE API to query their stock exchange data. As a result we can leverage the pandas-datareader framework to query IEX data quite simply. WHY PARQUET? Apache Parquet is a columnar storage format available to any project in the Hadoop ecosystem, regardless
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Are Investors Becoming Better at Fund Picking? [Quantpedia]This study analyzes how the determinants of mutual fund investor cash flows have changed over time, and the associated impact on investor returns. Using data from 1992-2016 we find that investor return-chasing behavior essentially disappeared starting in 2011. Investor flows have become more sensitive to expenses, past risk and alpha. Investors are paying more attention to fund characteristics