This is a summary of links featured on Quantocracy on Sunday, 07/24/2016. To see our most recent links, visit the Quant Mashup. Read on readers!
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Portfolio selection, Laplace equation and Random Walk [Tulip Quant]Suppose you would like to invest 1000$ in two stocks, and you have to decide how much money you should put into these two stocks. You could use some Modern Portfolio Theory for that, for example. However, I would like to talk about a second approach, which is quite curious in my opinion. This post is based on this text by Julio Rossi, from the University of Buenos Aires. In this text, the
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From trading ideas to robust strategies [Better System Trader]To prepare for the previous episode on system trading through the Brexit, I had to dig through some of the past podcast episodes for background information. As I was going through them I realized there was so much great information there, some that I had already forgotten about. Such a shame, all that valuable trading information just sitting there, waiting for our attention, so I thought it must