This is a summary of links featured on Quantocracy on Wednesday, 06/19/2019. To see our most recent links, visit the Quant Mashup. Read on readers!
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DeepTrading with TensorFlow III [Todo Trader]We are now closer to applying our knowledge of neural networks (NN) to our trading systems. But, we still have to tune our rudiments a bit on TensorFlow. If you are not yet familiar with our supervised machine learning flowchart, take a look at the first two posts in this series. DeepTrading with Tensorflow DeepTrading with TensorFlow II As usual, the calculations contained in this post are part
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A Python Implementation of Triangles for Visualising Long-Term Investment Metrics [Scalable Capital]We introduce triangle plots for visualising long-term investment metrics. Return triangles are well suited to showcase the performance of a strategy or asset for a huge number of possible subperiods. Sensitivity analysis with respect to the length of the holding period as well as the start and end dates can thus be easily performed and visualised. The pairwise comparison of two assets or