This is a summary of links featured on Quantocracy on Monday, 10/17/2022. To see our most recent links, visit the Quant Mashup. Read on readers!
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Crypto-Trading with REST, part 1 [Financial Hacker]Many brokers and exchanges can nowadays be accessed online with a REST API. The days of awkward proprietary broker APIs are coming to an end. This article is a step by step instruction of implementating a REST API interface in plain C for connecting a trading system to the Bittrex cryptocurrency exchange. Its for the Zorro platform, but the principles are also valid for other exchanges and
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Is the Carry Trade a Diversifying Strategy? [Finominal]The carry trade was positive across most asset classes in YTD 2022 The correlations to the S&P 500 were low historically However, the carry trade crashed when stocks crashed, ie provided limited diversification benefits INTRODUCTION After a few years in unchartered territories, most bonds have normalized by showing positive yields again. Naturally, this implies that almost all bonds will have