This is a summary of links featured on Quantocracy on Friday, 10/27/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
HillClimber.ai: A New Machine Learning Mashup from Long-Time Quantocracy Contributor @JacquesQuantHillClimber.ai is a curated machine learning mashup inspired by the quantitative finance blog aggregator Quantocracy. A special shout-out to Mike for all the help he provided in setting up this website. This mashup is very new and I would welcome all feedback from the community. There are many good blogs that I am sure to have missed. To request a blog / feed please send an email to
Replicating Indexes In R With Style Analysis (Part II): Global Macro [Capital Spectator]Imitation, Oscar Wilde famously observed, is the sincerest form of flattery that mediocrity can pay to greatness. The observation echoes the objective for using Professor Bill Sharpes style analysis to replicate investment indexes that, for one reason or another, cant be purchased directly. If we can obtain an indexs returns, theres a pretty good chance that we can reverse
Updating Historical Data Using Oanda’s API and R [Dekalog Blog]Following on from my previous post about downloading historical data, this post shows how previously downloaded data may be updated and appended with new, more recent data without having to re-download all the old data all over again. The main function to do this, HisPricesDates, downloads data between given dates as function inputs and is shown below. HisPricesDates = function( Granularity,