This is a summary of links featured on Quantocracy on Tuesday, 09/20/2022. To see our most recent links, visit the Quant Mashup. Read on readers!
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Living Our Mission [Quant Connect]Were happy to share that today we published the code for 15 brokerage integrations to our open-source platform, LEAN. One step toward the future were building. LEAN handles all of the data and brokerage infrastructure for you so you can focus on what matters most: creating brilliant strategies. Giving independent quant investors the tools needed to compete. In the future, LEAN will be the OS
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Has the Stock Market Systematically Changed? [Alpha Architect]The past few years in the stock market have been pretty crazy. And the pinnacle of crazy was during March 2020 peak chaos in the stock market. Below is a chart of US large-cap stocks and small-cap stocks in 2020. Note the monster crash in March watch out below! Source: koyfin.com As an individual investor in the late 90s internet bubble burst, and having launched a hedge fund in