This is a summary of links featured on Quantocracy on Saturday, 07/27/2024. To see our most recent links, visit the Quant Mashup. Read on readers!
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Rob Hanna is a quant blogging OG: Streaking Longer than Ripken [Quantifiable Edges]About a month ago, I hit a major milestone with Quantifiable Edges. I passed Cal Ripken. For those that dont know, Cal Ripken was a Hall-of-Fame shortstop (and also a 3rd baseman) with the Baltimore Orioles from 1981-2001. He holds the record for consecutive games played (2,632). His streak lasted over 16 years from May 30, 1982 September 19, 1998. Quantifiable Edges subscriber letter
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This was essentially my first quant strategy 20+ ago. To reiterate: Real-world results less optimistic [Quantitativo]"Mistakes are the portals of discovery." James Joyce. I think this is my best post so far. It's not because of any particular great results (although they are nice). It's because I got help from three extraordinary people: a Market Wizard and a couple of traders who talked about mean reversion in one of the top podcasts for systematic traders. Curiously, it all started with an