This is a summary of links featured on Quantocracy on Wednesday, 08/09/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
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Monte Carlo Simulation for your Portfolio PL [Open Source Quant]Once you have a system, the biggest obstacle is trusting it. Tom Wills What is the last thing you do before you climb on a ladder? You shake it. And that is Monte Carlo simulation. Sam Savage, Stanford University Introduction In my early days of looking at trading strategies, getting to the equity curve felt like the final piece of the puzzle. The piece that would provide enough
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Beyond Efficient Markets [Larry Swedroe]Andrew Lo is a professor of finance and the director of the Laboratory for Financial Engineering at MITs Sloan School of Management. His research spans a wide range of topics, including the empirical validation and implementation of financial asset pricing models; the pricing of options and other derivative securities; financial engineering and risk management; trading technologies and market