This is a summary of links featured on Quantocracy on Tuesday, 12/12/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
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How is big data impacting the finance world? [Mathematical Investor]Big data is already a frequently-heard buzzword, both in the business analytics arena, but also in the field of high-performance scientific computing. Basically, big data encompasses the collection, processing, indexing and utilization of large-scale datasets. Some concrete examples include temperature and sunlight data downloaded from satellites monitoring of the Earths
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Free Bitcoin/Bitcoin Futures Quotes & Charts [Six Figure Investing]Finding quotes and historical data for Bitcoin and Bitcoin futures can be an adventure. Below Ive assembled links to the online resources that Ive been able to find. In many cases, data is available from multiple sources. I did not attempt to list all of them. BTC Quotes Yahoo Finance (BTC-USD) Does not identify which exchange (s) it is using Shows market cap, supply, volume statistics
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FX Momentum Explained via Dispersion Risk [Quantpedia]This paper studies the relation between global foreign exchange (FX) return dispersion risk and the cross-section of currency momentum returns. We find robust empirical evidence that FX return dispersion is a priced risk factor and that it contains information beyond traditional factors. Currencies with high past returns (winners) load positively on dispersion innovations, whereas currencies with
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Beware of the Surprise Departure of Independent Directors! [Alpha Architect]What are the research questions? What are the general circumstances associated with independent director departures? Is it possible to identify situations whereby the departure is unexpected and not due to retirements, director outside commitments or firings by the firm? Are the unexpected or surprise departures followed by negative stock market return performance? Are the unexpected departures