Quantocracy’s Daily Wrap for 09/05/2019

Action Item: Please let us know your trip details so we can support you as much as possible. We are a little over 3 weeks away from March for the Fallen (#MFTF). NOTE: There is a monster training event occurring simultaneously to MFTF this year so be prepared to dodge humvees and watch out for stray artillery shells. Im joking. But seriously, we are anticipating potential logistical issues so

You are probably wondering how a technical topic like Neural Network Tutorial is hosted on an algorithmic trading website. Neural network studies were started in an effort to map the human brain and understand how humans take decisions but algorithm tries to remove human emotions altogether from the trading aspect. What we sometimes fail to realise is that the human brain is quite possibly the

Following on from my post yesterday, this post presents some preliminary results from the test I was running while writing yesterday's post. However, before I get to these results I would like to talk a bit about the hypothesis being tested. I had an inkling that the dominant cycle period might having some bearing on tau, the time delay for the time series embedding implied by Taken's

The study examined the performance of securities that were trading at no more than two-thirds of its Net Current Asset Value (NAV) during the 1970-82 period in the US Net nets, on a gross basis, more than tripled the returns of the market (as measured by the S&P 500 TR) Net nets, on a net basis (i.e. after commissions and potential taxes) more than doubled the returns of the market (as