This is a summary of links featured on Quantocracy on Sunday, 09/20/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
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Algorithmic Trading Using Logistic Regression (h/t @PyQuantNews) [Hands Off Investing]With the increasing popularity of machine learning, many traders are looking for ways in which they can teach a computer to trade for them. This process is called algorithmic trading (sometimes called algo-trading). Algorithmic trading is a hands off strategy for buying and selling stocks that leverages technical indicators instead of human intuition. In order to implement an algorithmic
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Is the Weakest Week Still Weak When There is Weakness Prior to the Weakest Week? [Quantifiable Edges]As I have shown many times in the past, there isnt a more reliable time of the year to have a selloff than this upcoming week. I have often referred to is as The Weakest Week. Since 1960 the week following the 3rd Friday in September has produced the most bearish results of any week. Below is a graphic to show how this upcoming week has played out over time. 2019-09-20-1 As you can see
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R tidyverse for macro trading research [SR SV]The tidyverse is a collection of packages that facilitate data science with R. It is particularly powerful for macro trading research because [a] it supports efficient and standardized work with Rs vast universe of econometric models, [b] is well adapted for analyzing data vintages (i.e. data series that change over time), and [c] supports code in form of visually clean chains of statistical