This is a summary of links featured on Quantocracy on Thursday, 08/05/2021. To see our most recent links, visit the Quant Mashup. Read on readers!
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Paper Review: Algorithmic Financial Trading with Deep Convolutional Neural Networks [Enjine]Of the major machine learning algorithms, the convolutional neural network (CNN) is my favourite. CNNs form some of our companys most cherished elements that give strength to our investment algorithms. My curiosity was therefore piqued when I came across Sezer and Ozbayoglus paper titled Algorithmic Financial Trading with Deep Convolutional Neural Networks: Time Series to Image Conversion
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The Active vs Passive: Smart Factors, Market Portfolio, or Both? [Alpha Architect]While there may be debates about passive and active investing, and even blogs about the numbers of active funds that were outperformed by the market, history taught us that the outperformance of active or passive investing is cyclical. As a proxy for active investing, the paper examines factor strategies and their smart allocation using fast or slow time-series momentum signals, the relative
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10 Free Swing Trading Strategies That Work (Backtested Buy And Sell Signals) [Quantified Strategies]The internet is flooded with anecdotal evidence about how to swing trade and how to make money. Unfortunately, almost all articles consist of unproven and untested swing trades. To make money swing trading is difficult, but we believe you face much better odds the more you backtest and generate trading ideas. Below we provide you with 10 free swing trading strategies that work. They are all