This is a summary of links featured on Quantocracy on Wednesday, 07/24/2019. To see our most recent links, visit the Quant Mashup. Read on readers!
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DeepTrading with TensorFlow VII [Todo Trader]For the first time, we will use the features of multiple financial instruments. In this case, we will use the main Forex pairs and the SP500 to perform our forecasts on Gold. This Jupyter notebook will be your guide for more complex calculations. Obviously, you can change the features and instruments as you want or you need. That will be your own research. I have given you the guide. Problem
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Geometrical evaluation of Generative Adversarial Networks [Quant Dare]Generative Adversarial Networks are a quite powerful tool for generating synthetic samples. Visual inspection has been used as a traditional measure of performance. However, it is quite hard to inspect when a time series looks realistic or not! Which methodology can be used then? In order to measure sample quality, topological tools could provide us with some insight, as the geometrical properties
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PMI & Equity Factor Performance [Factor Research]Value and Size have a positive relationship with the PMI, similar to the S&P 500 Indicates that risk sentiment is a core driver of factor performance Investors can consider incorporating variables like the PMI in a risk management framework INTRODUCTION A physicist, a chemist, and an economist are stranded on an island, with nothing to eat. A can of soup washes ashore. The physicist says,