This is a summary of links featured on Quantocracy on Friday, 11/23/2018. To see our most recent links, visit the Quant Mashup. Read on readers!
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Is trend following dead? [Investment Idiocy]I get asked this question at least once a week. As those of you that have met me IRL ('in real life') will know I have limited patience and I'm easily bored. I'm definitely bored of answering this question. This post is the last time I'll answer it. There are broadly two ways to answer this question: Looking at fundamental reasons why trend following is less likely to work
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Investment Strategy Development Coursework [CXO Advisory]In a series of five presentation slide sets (Lectures 1-8 of 10) on Advances in Financial Machine Learning, Marcos Lopez de Prado provides part of Cornell Universitys ORIE 5256 graduate course at the School of Engineering (Special Topics in Financial Engineering V). The course description includes: Machine learning (ML) is changing virtually every aspect of our lives. As it