This is a summary of links featured on Quantocracy on Sunday, 12/15/2019. To see our most recent links, visit the Quant Mashup. Read on readers!
A Tale of an Edgy Panda and some Python Reviews [QuantStrat TradeR]This post will be a quickie detailing a rather annoyingfinding about the pandas package in Python. For those not in the know, Ive been taking some Python courses, trying to port my R finance skills into Python, because R seems to have fallen out of favor in the world of finance. (If you know of an opportunity, heres my resume.) So, Im trying to get my Python skills going, hopefully
Rebalancing and market price distortions [SR SV]Price distortions are an important source of short-term trading profits, particularly in turbulent markets. Here price distortions mean apparent price-value gaps that arise from large inefficient flows. An inefficient flow is a transaction that is not motivated by rational risk-return optimization. One source of such inefficient flows is rebalancing, large-scale institutional transactions