This is a summary of links featured on Quantocracy on Thursday, 06/16/2016. To see our most recent links, visit the Quant Mashup. Read on readers!
-
Some harmless data-mining: Testing individual words in EDGAR filings [Greg Harris]Everyone knows about the perils of data-mining and multiple testing. So, dont take this post too seriously. I recently made an inverted index into all 11 million regulatory filings disseminated online by the SEC. This means that for each string of three or more letters I have a list of all documents that contain it. I did this to facilitate full text search. But, now that I have it, I decided