This is a summary of links featured on Quantocracy on Friday, 09/25/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
Writing conundrums [OSM]Were taking a break from our portfolio series and million sample simulations to return to a subject that we havent discussed of late despite its featured spot in this blogs nameoptions. In this post, well look at the buy-write (BXM) and put-write (PUT) indices on the S&P 500, as conceived, calculated, and published by the CBOE. Note: weve discussed the buy-write strategy in
API Algo Trading Landscape [Alpaca]In 2018, we wrote a blog post about the nine great tools for algo trading. At the time, the quant ecosystem had started to gain popularity among individual investors thanks to companies like Quantopian and Quantconnect making it easy to test and trade with algorithms. 9 Great Tools for Algorithmic Trading Ive put together a list of 9 tools you should consider using for your algorithmic trading
Petra on Programming: The Gann Hi-Lo Activator [Financial Hacker]Fortunately I could write this article without putting my witch hat on. Despite its name, the Gann Hi-Lo Activator was not invented by the famous esotericist, but by a Robert Krausz in a 1998 article in the Stocks&Commodities magazine. In a recent article, Barbara Star combined it with other indicators for a swing trading system. Will an indicator with the name Gann work outside