This is a summary of links featured on Quantocracy on Saturday, 06/30/2018. To see our most recent links, visit the Quant Mashup. Read on readers!
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Round Turn Trade Simulation in R [Open Source Quant]I was fortunate enough to talk about my latest open source work with Brian Peterson at the R/Finance conference in Chicago just less than 1 month ago. It was my first time to the conference, and I will be back again for sure. The topics and their presentations are available on the website. With this post, I hope to share the main ideas of my talk. Back in August 2017 I wrote a post about a new
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Wonderful Generosity From Quantifiable Edges Readers [Quantifiable Edges]As many readers of this blog are aware, on this weekend I will be doing a 150 mile bike ride from Boston, MA around Cape Cod to its tip in Provincetown for the Multiple Sclerosis Society. I have offered anyone that donates any amount of money a copy of the QE Fed Day MS Ride package, which includes a pdf copy of the Quantifiable Edges Guide to Fed Days, along with Fed Day code to allow people to