This is a summary of links featured on Quantocracy on Wednesday, 08/08/2018. To see our most recent links, visit the Quant Mashup. Read on readers!
SPY Mean Reversion With John Ehlers Adaptive RSI [Flare 9x]It has been a busy few months. I have been exploring market indicators that John Ehlers has created which he publicly made available in his book: Cycle Analytics for Traders : Advanced Technical Trading Concepts. The key theme of his book is applying digital signal processing filters to better process market data. He utilizes various high and low pass filters which only allow certain frequencies
Our Conversation with @MebFaber [Flirting with Models]This post is the first of a series where we will be providing some of our own thoughts and commentary the conversations we had in the first season of our new podcast. This post covers our conversation with Meb Faber, which you can listen to here. 2:09 – Meb hijacks the show to ask a very important question. Nathan Faber (NF) no relation that I know of: If you follow @choffstein on