Whole of Quant Trading & Investing in a Sentence

 

AI/NN walkthrough example? [0.05]

Posted on Dec. 4, 2016, 1:25 p.m. by Algorithmic Trading @ [direct link]

Anyone know where I can find an example end to end strategy built using AI/NN?

I'm specifically trying to find how to preprocess technical indicators such moving averages, support/resistance...etc not necessarily these indicators but anything will do as an example just to see the process.

 

Kelly Criterion vs Optimal F [0.08]

Posted on Dec. 4, 2016, 1:24 p.m. by Algorithmic Trading @ [direct link]

Kelly Criterion and Optimal f are very similar models for geometric growth optimization. Ralph Vince’s article "Optimal f and the Kelly Criterion" has explained their differences in detail and here are main takeaways.

 

Vote with Your Dolllars! [0.10]

Posted on Dec. 4, 2016, 11 a.m. by The Big Picture @ [direct link]

This is the counterpoint to empty rhetoric — challenging “skeptics” to substitute cash for empty rhetoric — the real life version of Wanna Bet?

 

Ghost in the Shell [-0.16]

Posted on Dec. 4, 2016, 1 a.m. by The Big Picture @ [direct link]

I took my car down to see what I could get for it on a trade-in. The dealer took a look at it and offered me a ballpoint pen.

 

I would like a developer, or a development team, to build me a clone of Acorns or Stash.

I’d like to fund, build, and launch a free version.

 

Weekly premium reports include a market recap with commentary, high probability setups with specific entry and exit levels in ETFs and Dow-30 stocks and analysis based on unique technical indicators and quantitative methods.

This is premium content.

 

Do you need a financial adviser?

Do you need a financial adviser?

 

Everyone agrees the normal distribution isn’t a great statistical model for stock market returns, but no generally accepted alternative has emerged. A bottom-up simulation points to the Laplace distribution as a much better choice.

 

MIB: James Gleick, Science Author [0.10]

Posted on Dec. 3, 2016, 3 p.m. by The Big Picture @ [direct link]

This week, we speak with James Gleick, author of numerous award winning books, including The Information: A History, A Theory, A Flood, and most recently, Time Travel: A History. His latest book looks at the surprisingly recent concept of Time Travel.

 

Does it matter if I use a higher level language like Java vs a lower level language like C++ or Go (I'm guessing I have to build my own wrapper or something for this?). Does any of this matter when it comes to execution time (via IB API).

 

The READMEs are scarce, so feel free to ask questions about the architecture or why I did certain things.

The MySQL database barely exists and backtesting is still being coded.

 

Saturday links: savor and ponder [0.20]

Posted on Dec. 3, 2016, 12:30 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.

 

Longform links: an open book [0.20]

Posted on Dec. 3, 2016, noon 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.

 

How Does VXX’s Daily Roll Work?

All volatility Exchange Traded Products (ETPs) use indexes that track a mix of two or more months of the CBOE’s VIX Futures.

 

US market portrait 2016 week 49 [0.00]

Posted on Dec. 3, 2016, 10:53 a.m. by Portfolio Probe @ [direct link]

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Book Bits |3 December 2016 [0.10]

Posted on Dec. 3, 2016, 10:42 a.m. by The Capital Spectator @ [direct link]

The Western intelligentsia, snug in its echo-chamber, has done a dismal job of understanding what is going on, either dismissing populists as cranks or demonising them as racists.

When financial crises occur, economic theory maintains that national economies need a lender of last resort to stabilize markets.

 

If I have a stock listed on the Nasdaq which doubles every year and one has had its stock price halving, which one would you invest in?

Taking 'expectations' we can see that the expected stock price is about $200, which is a princely profit over the current price of $100.

 

ETF Watch: New Socially Responsible Fund From iShares [0.13]

Posted on Dec. 3, 2016, 3:45 a.m. by HOME @ [direct link]

Today BlackRock’s iShares unit is rolling out a fund that will target companies that are acceptable under certain socially responsible standards and seek to optimize its exposure to those standards. The iShares MSCI USA ESG Optimized ETF (ESGU) comes with an expense ratio of 0.28%.

 

Ben Folds: NPR Music Tiny Desk Concert [0.12]

Posted on Dec. 3, 2016, 1 a.m. by The Big Picture @ [direct link]

Watching Ben Folds perform his songs on piano at the Tiny Desk, there seems to be a direct line between thought and expression, except perhaps when he stumbles or forgets a line or two.

At the Tiny Desk, Folds opened with three sharp songs from his most recent album So There, a collaboration with six musicians who straddle the line between pop and classical music; they’re known as the yMusic Ensemble.

 

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