This is a summary of links featured on Quantocracy on Wednesday, 09/16/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
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Positional Option Trading by Euan Sinclair: A Review [Robot Wealth]Trading books set a low bar for the reviewer. 99% are full of facile feel-good advice (dont fight the trend, always use a protective stop). The 1% that are useful tend to either be dry technical treatments (quants who dont trade), or sporadically helpful insights from traders who make money but dont know why (traders who dont quant.) This book is a practical book by an experienced
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Announcement: What’s next for BST [Better System Trader]Theres been alot of speculation about whats next for BST. This video explains all the details you need to know, including whats happening to BST this Sunday
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QuantStart News – August 2020 [Quant Start]A couple of months ago we started a new set of posts designed to keep the QuantStart community aware of what the QuantStart team had been up to in previous month. In last month's post we discussed what we had been working on in July 2020. Articles and Tutorials In August we once again reviewed our Content Survey for 2020 and noted that while Machine Learning took the top spot in terms of
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Can the Best Stock Pickers Still Beat the Market? An Out of Sample Test [Alpha Architect]We all intuitively know we are better than average drivers, and if were investors, well we know were better than average there too. Frankly, we all put ourselves easily in the top 10%, at least. Those that are in the know will quote Buffets, The Superivestors of Graham-and-Doddsville, but academics will counter with a cite for Kosowski, Timmermann, Wermers, and White (2006). In