This is a summary of links featured on Quantocracy on Thursday, 08/26/2021. To see our most recent links, visit the Quant Mashup. Read on readers!
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How to Use Exotic Assets to Improve Your Trading Strategy [Quantpedia]As we have mentioned several times, the best course of action for a quant analyst who wants to develop a new trading strategy is to understand a well-known investment anomaly/factor fundamentally and then improve it. Quantpedia is a big fan of transferring ideas derived from academic research from one asset class to another. But thats not the only possibility of improvement we can try to
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4 Ways to Trade the Trend Intensity Indicator [Raposa Trade]Determining the strength of a trend can provide a valuable edge to your trading strategy and help you determine when to go long and let it ride, or not. This is what the Trend Intensity Indicator (TII) was designed to do. This indicator is as simple to interpret as more familiar values like the RSI. Its scaled from 0-100 where higher numbers indicate a stronger upward trend, lower values a
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Linear regression on market data using Python and R [Quant Insti]This is the second installment of my series on regression analysis used in finance. In the first installment, we touched upon the most important technique in financial econometrics: regression analysis, specifically linear regression and two of its most popular flavours: univariate linear regression, and multivariate linear regression. In this post, we apply our knowledge of regression to actual