Quantocracy

Quant Blog Mashup

ST
  • Quant Mashup
  • About
    • About Quantocracy
    • FAQs
    • Contact Us
  • ST

Quantocracy’s Daily Wrap for 10/15/2016

This is a summary of links featured on Quantocracy on Saturday, 10/15/2016. To see our most recent links, visit the Quant Mashup. Read on readers!

  • How to Measure Momentum? [Alpha Architect]

    Since weve released our new book, Quantitative Momentum, weve received a handful of basic questions related to momentumspecifically as it relates to stock selection. At this point, the so-called momentum effect has occupied academic researchers for several decades. Researchers have found that, on average, stocks with strong recent performance relative to other stocks in the cross
  • Client -III- [Algorythmn Trader]

    In my previous post, I started the implementation of WPF program entry point and the View ViewModel interaction basics. The goal of this Client chapter is to get a client application which connects to the basic server application I covered earlier. This post continues the basic infrastructure where the Views and ViewModels become integrated. So lets start with some auxiliary entities

Filed Under: Daily Wraps

Welcome to Quantocracy

This is a curated mashup of quantitative trading links. Keep up with all this quant goodness via RSS, Facebook, StockTwits, Mastodon, Threads and Bluesky.

Copyright © 2015-2025 · Site Design by: The Dynamic Duo