This is a summary of links featured on Quantocracy on Saturday, 11/14/2015. To see our most recent links, visit the Quant Mashup. Read on readers!
Review: Inovance’s TRAIDE application [QuantStrat TradeR]This review will be about Inovance Tech's TRAIDE system. It is an application geared towards letting retail investors apply proprietary machine learning algorithms to assist them in creating systematic trading strategies. Currently, my one-line review is that while I hope the company founders mean well, the application is still in an early stage, and so, should be checked out by potential
CDS Inferred Stock Volatility [MathFinance.cn]I have written a working paper on CDS (credit default swap) implied stock volatility and found some interesting results. Post it here just in case someone is interested. Both CDS and out-of-money put option can protect investors against downside risk, so they are related while not being mutually replaceable. This study provides a straightforward linkage between corporate CDS and equity option by