This is a summary of links featured on Quantocracy on Thursday, 10/08/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
“Please Send Me a Trading System!” [Financial Hacker]It should produce 150 pips per week. With the best indicators that you know. How much does it cost? Please also send live histories of your top systems. Although we often get such requests, we still dont know the best indicators and cant send live histories. We do not invent systems, but program them after clients specifications. And we do not trade them, except for testing. But
Profiling Diversification Attributes With Principal Components [Capital Spectator]The holy grail of portfolio design is combining assets so that returns are relatively stable if not higher, risk is generally lower and the overall mix delivers stronger risk-adjusted performance thats not otherwise available through owning the components separately. Diversification, as the saying goes, is the only free lunch in investing. The practical realities, of course, are messy and and