This is a summary of links featured on Quantocracy on Tuesday, 08/27/2019. To see our most recent links, visit the Quant Mashup. Read on readers!
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Tech Dividends [Reproducible Finance]In a previous post, we explored the dividend history of stocks included in the SP500. Today well extend that anlaysis to cover the Nasdaq because, well, because in the previous post I said I would do that. Well also explore a different source for dividend data, do some string cleaning and check out ways to customize a tooltip in plotly. Bonus feature: well get into some animation too. We
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The Single Futures Roll [Hudson and Thames]Building trading strategies on futures contracts has the unique problem that a given contract has expiration date, example the 3 month contract on wheat. In order to build a continuous time series across the different contracts we stitch them together, most commonly using an auto roll or some other function. However a problem occurs when we do this, which is: come the expiry date, there is usually