This is a summary of links featured on Quantocracy on Thursday, 09/01/2016. To see our most recent links, visit the Quant Mashup. Read on readers!
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Tactical Asset Allocation Performance in August [Allocate Smartly]This is a summary of the recent performance of a number of excellent asset allocation strategies. These strategies are sourced from books, academic papers, and other publications. They range from simple, static portfolio allocations, to complex and dynamic portfolio optimization. Read more about our backtests and what we do. Recent Performance of Asset Allocation Strategies Use the Arrows to Sort
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No Signal [Automated Trader]NO SIGNAL is a regular column where we examine various snafus in the trading, particularly the automated trading, world. We look at errors in application logic, mistakes by overzealous co-workers, failures in technology and temporary losses of power to both infrastructure as well as craniums. These all make for good stories that everyone can alternatively either learn from or be amused by. If you
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Multivariate Volatility Forecast Evaluation [Eran Raviv]The evaluation of volatility models is gracefully complicated by the fact that, unlike other time series, even the realization is not observable. Two researchers would never disagree about what was yesterdays stock price, but they can easily disagree about what was yesterdays stock volatility. Because we dont observe volatility directly, each of us uses own proxy of choice. There are many
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What is Quantler? [Quantler]WHAT IS QUANTLER? Quantler is an open source cloud-based trade automation software designed for individual traders of FX and CFDs. Our goal is to help individual traders optimize their trading performance through innovative but simple-to-use trading technology. Quantler makes it easy to build your own trading algorithms or work from a number of preset trading strategy templates. Unique is our