This is a summary of links featured on Quantocracy on Friday, 06/21/2019. To see our most recent links, visit the Quant Mashup. Read on readers!
Bond. Treasury Bond [Robot Wealth]The Federal Reserve publishes the yield-to-maturity of US Treasury bonds. However, the actual returns earned by investors are not publicly available. Nor are they readily and intuitively discerned from historical yields, since a bonds return equals its yield only if its yield stays constant and if all coupons (cash payments) are reinvested at that same yield (Tuckman and Angel, 2013,
Trading China A-Share Stocks Based On Social Media Data Analysis In Python [Quant Insti]In this article, we will understand how natural language processing, sentiment analysis and social media play a role in the share markets with the help of Python. This would be explained with respect to the trading in China markets A-share stocks. This article is the final project submitted by the authors as a part of their coursework in the Executive Programme in Algorithmic Trading (EPAT) at