This is a summary of links featured on Quantocracy on Sunday, 07/16/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
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The birth of a strategy pt. 2 extending VXX history and other data concerns [Quant Bear]This is the third part in a series describing how to approach the creation of a new trading strategy, including everything from idea generation, universe selection, data generation, proper in/out of sample testing, necessary considerations before live trading and the eventual big decision: do I want to trade that? The first posts can be found here: Introduction Part 1 For this series it has been