This is a summary of links featured on Quantocracy on Tuesday, 07/21/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
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A Simple Neural Network for Indicator Prognosis [Philipp Kahler]Technical indicators are the base of algorithmic trading. So wouldnt it be nice to know tomorrows indicator value in advance? This article is about how to use a simple neural network to do so. Python and Tradesignal will be used to do the programming. A single linear neuron A single neuron / perceptron is the most simple form of a neural network. It consists of several inputs which are weighted
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EM Equities vs Debt: Same, Same, but Different? [Factor Research]Some EM asset classes are highly correlated, to the point they can almost be considered interchangeable EM equities and hard-currency government debt are highly correlated to US equities and bonds In crisis times, all EM exposure is sold off and fails to provide meaningful diversification benefits INTRODUCTION Dreaming of vacationing in Europe conjures images of towns and villages rich in
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What is Impact Investing? [Alpha Architect]Can we do impact investing that is both good for us and tastes better? In the past, if an investment had positive non-financial outcomes (positive impact), a return trade-off was expected. Today, some investors find that incorporating aspects such as diversity, stakeholders, and environmental sustainability leads to stronger companies and investments. Clearly not all healthy meals are tasty.