This is a summary of links featured on Quantocracy on Friday, 10/16/2015. To see our most recent links, visit the Quant Mashup. Read on readers!
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Site News [Quantocracy]Three bits of site news for both readers and webmasters: For readers: Our new filter mashup feature For webmasters: Our policy on voting for your own link and vote padding For webmasters: Quantocracy badge For readers: Our new filter mashup feature Each site on our blogroll in the sidebar to the right now includes the following three icons (if you dont see a sidebar to the right,
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Backtesting Long Short Moving Average Crossover Strategy in Excel [Quant Insti]Now for those of you who know me as a blogger might find this post a little unorthodox to my traditional style of writing, however in the spirit of evolution, inspired by a friend of mine Stuart Reid (TuringFinance.com), I will be following some of the tips suggested in the following blog post. Being a student in the EPAT program I was excited to learn the methodology that others make use of when
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Surprise…Trading More is Profitable for Active Funds! [Alpha Architect]Warren Buffett make it clear why frequent trading damages ones wealth: Wall Street makes its money on activity. You make your money on inactivity. (source) But is activity always a bad thing? Implicit in Buffetts quote is an assumption that frictional costs outweigh any benefits of enhanced returns due to increased activity. Surely this is true for retail investors with high