This is a summary of links featured on Quantocracy on Wednesday, 11/16/2022. To see our most recent links, visit the Quant Mashup. Read on readers!
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Reviewing Patent-to-Market Trading Strategies [Quantpedia]The following article is a short distillation of the research paper Leveraging the Technical Competence of a Stock for the Purpose of Trading written by Rishabh Gupta. The author spent a summer internship at Quantpedia, investigating the Patent-to-Market (PTM) ratio developed by Jiaping Qiu, Kevin Tseng, and Chao Zhang. The PTM ratio uses public information about the number and dates of patents
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New Quant Podcast: So, you want to be a Quant? [Quant at Risk]Here is the first episode in a new series of podcasts entitled Break into Finance. We will be talking about what it takes to launch your career in finance, what does it mean to become a quant, and where to start. Any questions welcomed!
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Beyond linear II: the Unscented Kalman Filter [Quant Dare]The Unscented Kalman Filter allows to deal with nonlinear systems in a different way than the Extended Kalman Filter. Find how it works in this post. This is not the first time we talk about the Kalman Filter (and it probably wont be the last); I recommend you check this and this posts to understand the standard and extended versions of this algorithm and the notation we are going to use. The