This is a summary of links featured on Quantocracy on Thursday, 09/15/2016. To see our most recent links, visit the Quant Mashup. Read on readers!
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Podcast: This quants approach to designing algo strategies – Michael Halls-Moore [Chat With Traders]For this episode Im joined by Michael Halls-Moore, who runs QuantStart.coma site well-known by many algorithmic traders. Prior to trading, Michael studied computational fluid dynamics and was the co-founder of a tech startup, before getting involved a small equity fund as a quant developerwhere his key role was cleansing data. Now, independently, Michael trades his own short-term
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Algorithmic Trading Strategies: Paradigms and Modelling Ideas [Quant Insti]Looks can be deceiving, a wise person once said. The phrase holds true for Algorithmic Trading Strategies. The term Algorithmic trading strategies might sound very fancy or too complicated. However, the concept is very simple to understand, once the basics are clear. In this article, I will be telling you about algorithmic trading strategies with some interesting examples. If you look at it
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Value investing is quite possibly the worst idea…EVER [Alpha Architect]We believe deeply in the value philosophy as first described by Ben Graham: view stocks as ownership in a firm; buy with a margin of safety; avoid stories; think independently; and so forth. In fact, I was so intellectually stimulated by value investing I wrote my dissertation on the subject, co-authored an entire book on value investing, and weve written numerous blog posts highlighting why