This is a summary of links featured on Quantocracy on Thursday, 11/02/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
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Application of Machine Learning Techniques to Trading [Auquan]Auquan recently concluded another version of QuantQuest, and this time, we had a lot of people attempt Machine Learning with our problems. It was good learning for both us and them (hopefully!). This post is inspired by our observations of some common caveats and pitfalls during the competition when trying to apply ML techniques to trading problems. IF you havent read our previous posts, we
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The Herd Effect in Financial Markets [Quant Dare]Often in financial markets, as in our daily life, we imitate the decisions of predecessors, instead of analysing available information and making our own decisions. This decision imitation could lead to collective hysteria, and investment calls may be influenced by these panicked situations. Imagine that youre looking for a place to have dinner, and find a street with two restaurants. Both look
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Trend Following Strong in October [Wisdom Trading]October 2017 Trend Following: UP +7.12% / YTD: -15.39% Below is the full State of Trend Following report as of last month, which saw our trend following index post a strong positive performance. Performance is hypothetical. Chart for October: Wisdom State of Trend Following – October 2017 And the 12-month chart: Wisdom State of Trend Following 12 months – October 2017 Below are the summary stats: