This is a summary of links featured on Quantocracy on Tuesday, 10/24/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
The Return of Free Data and Possible Volatility Trading Subscription [QuantStrat TradeR]This post will be about pulling free data from AlphaVantage, and gauging interest for a volatility trading subscription service. So first off, ever since the yahoos at Yahoo decided to turn off their free data, the world of free daily data has been in somewhat of a dark age. Well, thanks to http://blog.fosstrading.com/2017/10/getsymbols-and-alpha-vantage.html#gpluscommentsJosh Ulrich, Paul Teetor,
Stick to the Fundamentals and Discover Your Industry Peers [Alpha Architect]When performing multiple-based valuations, which rely on the assumption that perfect substitutes should sell for the same price, it is very important to identify companies that are truly comparable. Most analysts use industry classifications. Lee et al. (2015) note that industry classifications are at best crude guidelines for identifying comparable companies. Knudsen et al. study an alternate