This is a summary of links featured on Quantocracy on Saturday, 12/23/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
Machine learning is for closers [Quantum Financier]Put that machine learning tutorial down. Machine learning is for closers only. As some of you that were around back in the early of this blog may know, I always held high hopes for the application of machine learning (ml) to generate trading edges. I think like many people first coming across machine learning the promises of being able to feed raw data in some algorithm you dont really
Hundreds of quant papers/libraries from #QuantLinkADay [Cuemacro]I tweet a lot, perhaps too much. The question is always what shall I tweet about? Sometimes its about burgers, other times itll be some puns or there might even be some vastly impressive observation in a tweet I make (well, perhaps not, but we can always hope!). Over the past 2 years, to give me a bit more discipline about trying to tweet quant finance, which is after all my chosen career,
The Art of War: How to beat a strategist in the futures market? [No Noise Only Alpha]Strategy: core directional choices that best best moves you into your desired future Tactics: specific actions that will best implement your strategies Without a core strategy to anchor all tactics suggestions to see which best FIT (feasible, impactful, timely) the strategy, one could randomly suggest tactics that makes the discussion chaotic. Focus on one strategy first before moving on to the