I’ve been off the beaten path for the last few weeks in East Africa, so I’m long overdue one of these “best of” posts. Below are the best quant mashup links while I was away, as voted by our readers:
- Stock Market Prices Do Not Follow Random Walks [Turing Finance]
- Fitting time series models to the forex market: are ARIMA/GARCH predictions profitable? [Robot Wealth]
- A Quant’s Approach to Building Trading Strategies: Part One [Quandl]
- A Quant’s Approach to Building Trading Strategies: Part Two [Quandl]
- Computers vs Humans – considering the median [Investment Idiocy]
- Architecture I [Algorythmn Trader]
- Even God Would Get Fired as an Active Investor [Alpha Architect]
- Are markets getting faster? [Flirting with Models]
- The three oenophiles [Flirting with Models]
- Intra-day data from Quandl and a new tick database in town – party time! [Mintegration]
Also, Jacques added one new book to our quant books library:
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Read on Readers!
Mike @ Quantocracy