This is a summary of links featured on Quantocracy on Sunday, 06/21/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
Petra on Programming: Truncated Indicators [Financial Hacker]Cumulative indicators, such as the EMA or MACD, are affected not only by previous candles, but by a theoretically infinite history of candles. This makes them return slightly different results depending on the tested period. Although this effect is often assumed negligible, John Ehlers demonstrated in his July S&C article that it is not so. At least not for some indicators, such as a narrow
Fighting racism starts with a baby step [Ran Aroussi]While most people agree that black lives matter (why shouln't they?), many also feel that the "PC Police" has gone too far with demands to ban movies like "Gone with the Wind", removing statues of historical figures, or renaming words like "blacklist". Here are my two cents… blm I firmly believe that racism is, always was, and always will be, both evil and