This is a summary of links featured on Quantocracy on Wednesday, 07/22/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
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The importance of testing different exits [Alvarez Quant Trading]When developing a strategy, exits are often not given a second thought. If you are creating a mean reversion, you may default to using Close greater than the 2-period RSI. If you are trading a trend strategy, you may default to trailing exit using 14-day ATR. You try a bunch of entry filters but rarely try a different exit. Or maybe a slight change in the exit. If you are having success, with your
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The secret sauce that makes Deep Learning frameworks so powerful [Quant Dare]Inside most of the Deep Learning frameworks that are available lies a powerful technique called Automatic Differentiation. If you ever encountered these words but dont know what they mean or how this procedure works, this post is for you. In a previous post, we saw how to built a deep learning framework using NumPy. In that post, I mentioned that we could implement the computations at operation