This is a summary of links featured on Quantocracy on Thursday, 09/20/2018. To see our most recent links, visit the Quant Mashup. Read on readers!
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Market Timing The Credit Cycle [EconomPic]Over the last few years, youve likely heard the following competing narratives: Credit spreads are tight, a sign of exuberance among investors that are willing to overlook risk. This will end in tears. Credit spreads are tight, reflecting an environment of high economic growth and low default rates. This supports risk assets. This post will outline why both of the above comments
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Practical TDD and numerical precision [Quant Dare]The Test Driven Development (TDD) philosophy improves your productivity and helps you write better code. But if you are new at it, you might find some trouble with its procedures. Lets dive into a simple example that (hopefully) will help you solve it. When applying TDD methodology, the objective is to have the most robust and reliable code. To do so, we would need to get all the tests passed,
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SPX Near Monthly Highs With RUT Near Monthly Lows [Quantifiable Edges]I have spoken a fair amount lately about the split market, and how that has historically been followed by declines. But not all kinds of splits are bad. Wednesday we saw the SPX rise while the RUT closed lower. That is not unusual on a 1-day basis. But it has now been several weeks in which they have been heading in opposite directions. RUT closed in the bottom 25% of its 20-day range on