This is a summary of links featured on Quantocracy on Friday, 07/21/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
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Building an Insider Trading Database and Predicting Future Equity Returns [EP Chan]Ive long been interested in the behavior of corporate insiders and how their actions may impact their companys stock. I had done some research on this in the past, albeit in a very low-tech way using mostly Excel. Its a highly compelling subject, intuitively aligned with a companys equity performance – if those individuals most in-the-know are buying, it seems sensible that the stock
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Trend-Following with Valeriy Zakamulin: Types of Moving Averages (Part 2) [Alpha Architect]In my previous blog post we considered the general weighted moving average. In this post we aim to give an overview of some specific types of moving averages. Specifically, we cover ordinary moving averages and mention some examples of exotic moving averages. Ordinary Moving Averages These are the most common types of moving averages used to time the market.(1) Simple Moving Average The