This is a summary of links featured on Quantocracy on Tuesday, 12/03/2019. To see our most recent links, visit the Quant Mashup. Read on readers!
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Jim Simons: The man who solved the market [Mathematical Investor]Gregory Zuckerman, author of The Greatest Trade Ever, has published a new book highlighting the life and work of Jim Simons, who, at the age of 40, walked away from a very successful career as a research mathematician and cryptologist to try his hand at the financial markets, and ultimately revolutionized the field. Zuckermans new book is titled The Man Who Solved the Market: How Jim Simons
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How to Choose the Best Period for Indicators [Quantpedia]Academic literature recognizes a large set of indicators or factors that are connected with the various assets. These indicators can be utilized in a variety of trading strategies, which means that such indicators are popular among practitioners who seek to invest their funds. Usually, the indicators are connected with some evaluation period. For example, we have a trend following strategy using a