Quantocracy’s Daily Wrap for 08/30/2021

This is a series where we aim to cover in detail various aspects of the classic Ornstein-Uhlenbeck (OU) model and the Ornstein-Uhlenbeck Jump (OUJ) model, with applications focusing on mean-reverting spread modeling under the context of pairs trading or statistical arbitrage. Given the universality and popularity of those models, the techniques discussed can easily be applied to other areas where

I achieved my lifes biggest accomplishment in 2004, when I defeated dozens of other contestants to clinch the Canadian Settlers of Catan championship. Settlers, as its called by its enthusiasts, is a strategy board game where players collect resources, build settlements, trade with and rob from each other to reach 10 points first. It remains a favourite among many board game

Finally, what are the five top-performing quantitative trading strategies in 2021? In part 1 of our article, we analyzed tendencies and trends among the Top 10 quantitative strategies of 2021. Thanks to Quantpedia Pros screener, we published several interesting insights about them. In part 2 of our article, we got deeper into the first five specific strategies, which are significantly

We recently explored using stocks to create an inflation-proxy portfolio that resulted in a collection of stocks with strong sector and factor biases. Specifically, the portfolio exhibited overweights in energy and financial stocks, perhaps as expected, as well as a long position in the value and short positions in the momentum and quality factors. However, despite selecting stocks based on their

Start learning all about the Dijkstra algorithm for finding the shortest path. We briefly review the Kruskal algorithm, Prim algorithm, Johnson algorithm and Bellman algorithm as well. We'll cover: What is the Dijkstra algorithm? How does the Dijkstra algorithm work? Pseudo code of Dijkstra algorithm Dijkstra algorithm table Dijkstra algorithm time complexity When to use the Dijkstra