This is a summary of links featured on Quantocracy on Saturday, 08/17/2019. To see our most recent links, visit the Quant Mashup. Read on readers!
Contract-Specific Trading Costs and Optimal Execution Strategy [Quant Fiction]There are as many strategies for extracting alpha from the markets as there are traders. Unfortunately, this article will be discussing none of them. If thats what youre looking for, I suggest you check out the very sophisticated techniques covered in this video. OK. If youre still reading, you probably take trading at least somewhat seriously. When setting up your trading business (and
The power of R for trading (part 2) [SR SV]The R environment makes statistical estimation and learning accessible to portfolio management beyond the traditional quant space. Overcoming technicalities and jargon, managers can operate powerful statistical tools by learning a few lines of code and gaining some basic intuition of statistical models. Thus, for example, R offers convenient functions for time series analysis (characterizing