This is a summary of links featured on Quantocracy on Sunday, 09/05/2021. To see our most recent links, visit the Quant Mashup. Read on readers!
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How to Trade the MACD: Four Strategies with Backtests [Raposa Trade]The Moving Average Convergence-Divergence (MACD) is a popular and versatile indicator that appears in a number of trading systems. In its most basic form, we have the difference between two exponential moving averages (EMA), one fast and the other slow. The MACD is the difference between these two EMAs. From this simple beginning a host of other indicators such as signal lines and MACD bars are
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Ten things investors should know about nowcasting [SR SV]Nowcasting in financial markets is mainly about forecasting forthcoming data reports, particularly GDP releases. However, nowcasting models are more versatile and can be used for a range of market-relevant information, including inflation, sentiment, weather, and harvest conditions. Nowcasting is about information efficiency and is particularly suitable for dealing with big messy data. The
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Matrix profile: Using Weakly Labeled Time Series to Predict Outcomes [Dekalog Blog]Back in May of this year I posted about how I had intended to use Matrix Profile (MP) to somehow cluster the "initial balance" of Market Profile charts with a view to getting a heads up on immediately following price action. Since then, my thinking has evolved due to my learning about the paper "Matrix profile: Using Weakly Labeled Time Series to Predict Outcomes" and its