Whole of Quant Trading & Investing in a Sentence

 

The Problem With Factor Investing Research [0.08]

Posted on May 22, 2017, 2:30 p.m. by HOME @ [direct link]

This article is part of a regular series of thought leadership pieces from some of the more influential ETF strategists in the money management industry.

Factor investing, an approach that systematically tilts a portfolio based on the characteristics of the underlying stocks, is a hot topic.

 

Take a look at my new ebook on advanced trading strategies using time series analysis, machine learning and Bayesian statistics, with Python and R .

In this post Imanol continues the theoretical discussion of Rough Paths and Signatures and begins applying them within a machine learning framework, utilising scikit-learn.

 

Foreign Bonds Pop As US Dollar Stumbles [0.02]

Posted on May 22, 2017, 10:13 a.m. by The Capital Spectator @ [direct link]

Foreign government bonds in developed markets roared last week, generating the strongest performances among the major asset classes, based on a set of proxy exchange-traded funds. BWX’s portfolio of foreign bonds is priced in unhedged US dollar terms.

 

Stock Returns Around Memorial Day [0.05]

Posted on May 22, 2017, 10 a.m. by CXO Advisory @ [direct link]

Does the Memorial Day holiday signal any unusual U.S. stock market return effects? By its definition, this holiday brings with it any effects from three-day weekends and sometimes the turn of the month.

 

As equity valuations reach high levels, returns decrease. Despite spectacular trends in some stocks, returns are nowhere near levels achieved when prices and valuations were lower.

 

The 2007-09 financial crisis highlighted weaknesses in the over‑the‑counter (OTC) derivatives markets and the increased risk of contagion due to the interconnectedness of market participants in these markets. In this post, we discuss some key takeaways from a recent two-day conference on “Over‑the‑Counter Derivatives and Recent Regulatory Changes,” where policymakers, academics, practitioners, and other experts convened to discuss the evolution of OTC derivatives markets after the crisis.

 

A couple weeks ago when I wrote about my evolution on asset allocation I said that I’ve learned a lot on the topic from Wes Gray and Jack Vogel at Alpha Architect. Initially they love the idea — add diversifying risks to a portfolio and smooth the ride associated with buy-and-hold equity.

 

Initially released on January 4th, 2016, by Supercell, Clash Royale is a freemium mobile strategy game which combines the elements of tower defense, multiplayer online battle arena, and collectible card game. The game was released globally on March 2nd, 2016.

 

Legal Advice for Trump [0.47]

Posted on May 21, 2017, 7 p.m. by The Big Picture @ [direct link]

Learn More...

 

The Gift of Distraction [0.27]

Posted on May 21, 2017, 5:45 p.m. by The Reformed Broker @ [direct link]

Great news, we've signed you up. Sorry, we weren't able to sign you up.

 

Today’s most active battlefield is not located on the ground, in the air, or on the mighty seas.

It’s taking place on the internet – and if you’re still a non-believer, spend a few minutes with the above live map to watch a representation of cyber attacks as they happen.

 

QOTD: Trump in Context [0.15]

Posted on May 21, 2017, 4:20 p.m. by The Reformed Broker @ [direct link]

She said it at an LGBT gala in New York City. How’s that for context?” he asked himself, smiling.

 

Sunday links: accepting the probabilities [0.20]

Posted on May 21, 2017, 12:45 p.m. by Abnormal Returns @ [direct link]

Tadas Viskanta is the founder and editor of Abnormal Returns since its 2005 launch. He is also the author of Abnormal Returns: Winning Strategies from the Frontlines of the Investment Blogosphere.

 

Although there are many rules about trading, I can offer only one in this article because after nearly 25 years in the markets, I have seen many popular rules violated one after the other. My rule is: try to get what the market can give you, not what you want from it.

 

Weekly premium reports include a market recap with commentary, performance report of selected ETFs and portfolios, technical analysis with unique indicators and directional probabilities based on machine learning.

This is premium content.

 

Weekly Trade Summary: May 14 - May 20 [0.00]

Posted on May 21, 2017, 3:46 a.m. by DTR Trading @ [direct link]

A blog about options trading strategies (Iron Condors, Strangles, Calendars, Butterflies), equities rotation strategies, and Java related technologies to backtest and automate trading.

 

Yahoo is dead, long live Yahoo! [0.09]

Posted on May 20, 2017, 8:58 p.m. by Trading with Python @ [direct link]

I studied applied physics with specialization in pattern recognition and artificial intelligence.

Since 2009 I have been using my technical skills in financial markets.

 

Calling corporates, monetise your data! [0.17]

Posted on May 20, 2017, 8:05 p.m. by Cuemacro @ [direct link]

I’ve been looking at markets for over a decade. Throughout my career, I’ve always been looking to find unusual and exciting datasets to shed new light on markets and find alpha.

 

A High Level Look at Satellites [0.10]

Posted on May 20, 2017, 7:29 p.m. by Visual Capitalist @ [direct link]

View the full-size version of the first visualization to see in full detail.

Satellites rarely get much attention, but they’re the hubs that keep our modern world connected.

 

This week on our Masters in Business radio podcast, we sit down with venture capitalist Marc Andreessen of Andreessen Horowitz.

Andreessen has embraced blogs, Twitter and podcasts to educate entrepreneurs about their industry.