This is a summary of links featured on Quantocracy on Monday, 10/24/2016. To see our most recent links, visit the Quant Mashup. Read on readers!
-
Published Results Impact Future Results [Larry Swedroe]Financial research has uncovered many relationships between investment factors and stock returns. For investors, an important question is whether the publication of this research can impact the future size of factor premiums. Asking this question is crucial on two fronts. First, if anomalies are the result of behavioral errors, or even investor preferences, and the publication of research into
-
Connecting FXCM over FIX (QuickFix engine) [Quant Insti]We talked about the defacto standard for message communication in our previous article on FIX protocol. The Financial Information Exchange (FIX) Protocol is a message standard developed to facilitate the electronic exchange of information related to securities transactions. It is intended for use between trading partners wishing to automate communications.[1] In this article, we are going to