This is a summary of links featured on Quantocracy on Tuesday, 08/15/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
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Bitcoin, Ethereum and Altcoins: How to get free daily and intraday Bitcoin historical prices [Sanz Prophet]In order to analyze and build crypto based trading strategies we need to get historical data for Bitcoin and other large-cap coins such as Ether, Ripple, Dash, Monero, etc. But also for up and coming coins such as Neo, Stratis, IOTA and many more. In this post I will point you to two solutions: 1. Using simple Python scripts originally posted by QuantAtRisk.com 2. Using QuantShare
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What Alternative Career Paths Exist For Quants? [Quant Start]Recent graduates, postgraduates and those in early-career positions with a technical background are now faced with a wide choice of exciting and well-compensated career paths in a diverse set of industries. Quantitative finance remains an attractive option but the competition for top talent is growing from technology firms outside of the financial industry. The chance to "have an
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Smart Beta vs Factor Returns [Factor Research]SUMMARY Smart beta ETFs are based on factor investing research Excess returns from smart beta ETFs are different from factor returns Investors need to be aware that smart beta ETFs offer little diversification for an equity-centric portfolio INTRODUCTION Blackrock, a provider of active and passive funds, estimates that smart beta ETFs will reach $1 trillion in assets by 2020 and $2.4 trillion by
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Academic Research Insight: Can Bond Portfolios Be “Factorized”? [Alpha Architect]What are the research questions? Can the concepts contained in equity factors translate to the corporate bond market? Do single factor bond portfolios generate alpha? Do multifactor bond portfolios contribute additional value? What are the Academic Insights? YES. Using bond characteristics only, definitions for Value (based on differential between actual vs fair credit spread), Low