This is a summary of links featured on Quantocracy on Tuesday, 07/18/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
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Backtesting Systematic Trading Strategies in Python: Considerations and Open Source Frameworks [Quant Start]In this article Frank Smietana, one of QuantStart's expert guest contributors describes the Python open-source backtesting software landscape, and provides advice on which backtesting framework is suitable for your own project needs. Backtesting is arguably the most critical part of the Systematic Trading Strategy (STS) production process, sitting between strategy development and deployment
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EconomVIX…A Summary of Past VIX Posts [EconomPic]RCM Alternatives has a great piece (HT Tadas) out outlining what the VIX is, the market for VIX related products, and how to think about volatility as an asset class. It also happens to contain my new favorite quote for anyone thinking about trading volatility: Still, if you cannot see the VIX futures curve in your head, burning $100 bills is probably more profitable than trading them. I'll
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Academic Research Insights: Does the Scope of the Sell-Side Analyst Industry Matter? [Alpha Architect]What are the research questions? Do variations in aggregate measure of size and activity of sell-side analysts affect the quality of research produced by that industry? Do those same variations in aggregate measures of size and activity of sell-side analysts affect optimism bias in the research produced? Do those variations extend to sectors where information is easily obtained and modelled? Do