This is a summary of links featured on Quantocracy on Tuesday, 09/10/2019. To see our most recent links, visit the Quant Mashup. Read on readers!
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Can you apply factors to trade performance? [Robot Wealth]When tinkering with trading ideas, have you ever wondered whether a certain variable might be correlated with the success of the trade? For instance, maybe you wonder if your strategy tends to do better when volatility is high? In this case, you can get very binary feedback by, say, running backtests with and without a volatility filter. But this can mask interesting insights that might surface if