Quantocracy’s Daily Wrap for 06/30/2015

Isn't it pretty? The website, and pre-order page, for my magnum opus are now ready: www.systematictrading.org http://www.harriman-house.com/book/view/4598/trading/robert-carver/systematic-trading/ Like it says on the back "This is not just another book with yet another trading system. This is a complete guide

Although I've spent the majority of this month researching time series analysis for the upcoming article series, I've also been working on QSForex attempting to improve the API somewhat. In particular I've made the interface for beginning a new backtest a lot simpler by encapsulating a lot of the "boilerplate" code into a new Backtest class. I've also modified the

Every few years, people start to question whether value investing is dead. A recent Google search along these lines generated 3.1 million results: 2015-06-15 10_49_59-the death of value investing – Google Search Likewise, people sometimes question whether the size effect is permanently going away. For instance, during the dotcom craze in the late 90s, large-cap

Lifetime of a Financial Bubble

Do Index Futures and ETFs Affect Stock Return Correlations?