This is a summary of links featured on Quantocracy on Wednesday, 08/03/2016. To see our most recent links, visit the Quant Mashup. Read on readers!
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Practical Ethereum Arbitrage Experiments [Koppian Adventures]Introduction Inspired by another blogpost I decided to experiment with trading arbitrage between different exchanges. Not so long ago there was a hardfork in the blockchain-based cryptocurrency Ethereum. This means that we now have two Ethereums: Ethereum (ETH) and Ethereum Classic (ETC). The exchanges decided to also support the original cryptocurrency, i.e., ETC, and so we can now trade ETH
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Podcast: Interview with Yves Hilpisch of @PythonQuants [Chat With Traders]This episode features Dr. Yves Hilpischthe founder of The Python Quants. TPQ do a lot of good for those involved in quantitative finance, they; frequently host meet-ups and workshops, have developed platforms and analytics libraries, and often contract to exchanges, banks and hedge funds for custom Python development. Yves is also a three-time published author, with his most notable title
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Start Dates, Correlation and Random Strategy [Alvarez Quant Trading]In my last post I showed research on how optimization results can be mean reverting. Sometimes, my research keeps getting side tracked as I think of random ideas to look at. In this post, we look at the random walk my research took starting from my mean reverting optimization research. I will show how changing the start date can have a big change in the results, correlation of 1990s to now, and