This is a summary of links featured on Quantocracy on Thursday, 12/20/2018. To see our most recent links, visit the Quant Mashup. Read on readers!
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Position Sizing for Practitioners Part 3: A Portfolio Approach [Quant Fiction]Diversification is the Only Free Lunch Im sure everyone has heard this old adage at some point in their trading career. Most people probably shrug it off and go back to watching The Big Short and dreaming of putting on that one career-making trade. Or maybe theyre still trying to figure out how to pick every single top and bottom on one instrument, thinking all they need is that one
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What to do when you find the Holy Grail [Alvarez Quant Trading]As I have mentioned in several interviews, I am always looking for new strategies. One area that fascinates me is stock options. Because it is difficult to get good data and to do backtests, I believe that there are good edges here to be found. A few weeks ago, I found myself with lots of time and having read presentations on options, I went into a testing frenzy. After lots of work, I found a