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