This is a summary of links featured on Quantocracy on Monday, 08/16/2021. To see our most recent links, visit the Quant Mashup. Read on readers!
Free Resources to Learn Machine Learning for Trading [Quant Insti]Machine learning is a need in almost every sector today. Sectors like medicine, transportation, healthcare, advertising and financial technology are tremendously reliant on machine learning. Speaking about the financial technology domain, algorithmic trading practice is extremely efficient with the machine learning algorithms. There are various resources available to learn machine learning for
Better Indicators with Windowing [Financial Hacker]If indicators didnt help your trading so far, just pimp them by preprocessing their input data. John Ehlers proposed in his TASC September article the windowing technique: multiply the input data with an array of factors. Lets see how triangle, Hamming, and Hann factor arrays can improve the SMA indicator. We are going to define some windowing functions that operate on a data series and thus
Chinese Stocks from a Factor Lens [Factor Research]Foreign stock ownership is low in China and the market is dominated by retail investors This provides an opportunity for investors to deploy quant strategies Factor investing has been far more attractive in Chinese than U.S. equities in recent years INTRODUCTION The latest chapter in the complicated relationship between international investors and Chinese equities has interesting elements that