This is a summary of links featured on Quantocracy on Tuesday, 07/19/2016. To see our most recent links, visit the Quant Mashup. Read on readers!
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Introduction to Zipline in Python [Quant Insti]Python has emerged as one of the most popular language for programmers in financial trading, due to its ease of availability, user-friendliness and presence of sufficient scientific libraries like Pandas, NumPy, PyAlgoTrade, Pybacktest and more. Python serves as an excellent choice for automated trading when the trading frequency is low/medium, i.e. for trades which do not last less than a few
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Style Momentum in Australia? [Alpha Architect]Jegadeesh and Titman (1993) popularized a simple idea: "past winners outperform past losers." Post JT, the relative strength, or "momentum anomaly," was forever ingrained in the minds of academic researchers (which is odd, since the idea had been around 50 years prior to JT 1993, but I digress). Later studiiessee Meb Faber, Gary Antonacci, or the new Haghani and Dewey