Quant Start

  • Installing TensorFlow on Ubuntu 16.04 with an Nvidia GPU
    Any serious quant trading research with machine learning models necessitates the use of a framework that abstracts away the model implementation from the model specification.This is particularly crucial for deep learning techniques as production-gr…
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  • QSTrader: November 2017 Update
    Last month I presented a detailed roadmap for the redevelopment of QSTrader, our open-source systematic trading simulation engine.Today I want to discuss our progress in the month since that article was published and what still remains to be comple…
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  • QSTrader: A Major Update On Our Progress
    I spoke at the Open Data Science London conference last weekend on the topic of becoming a quant. Part of the talk was aimed at educating practising data scientists on the fact that quantitative finance firms do actually contribute to, and create, ma…
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  • Capital Raising for Early Stage Quant Fund Managers - Part I
    This is the first in a two part series of articles written by Frank Smietana, an expert guest contributor to QuantStart. In this article Frank takes a look at how early-stage quantitative hedge fund managers can go about looking to secure their first…
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  • High Frequency Trading III: Optimal Execution
    In this article series Imanol Pérez, a PhD researcher in Mathematics at Oxford University, and an expert guest contributor to QuantStart outlines the basics of high-frequency trading. In this article Imanol uses the theory of stochastic optimal cont…
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FiveThirtyEight

  • !Why Trump Isn’t Taking Democrats’ Offer For A Wall
    President Trump has a choice. Democrats in Congress have offered to provide billions of dollars for one of his signature campaign proposals: a wall (or something akin to it) along the U.S.-Mexico border. But in exchange, they want a provision that wo…
    - 27 mins ago 22 Feb 18, 3:47pm -
  • !Would Adam Silver’s Playoff Proposal Be Good For The NBA?
    Welcome to The Lab, FiveThirtyEight’s basketball podcast. On this week’s show (Feb. 22, 2018), we’re taking the All-Star Game back into The Lab. In the aftermath of a pretty successful Team Steph vs. Team LeBron showdown, Neil and Kyle dive int…
    - 59 mins ago 22 Feb 18, 3:15pm -
  • !The Big Questions We Have About NBA Contenders After The All-Star Break
    The weeks coming out of the All-Star break typically tell us a lot about the teams we still have lingering questions about. This season, some of those — like the Cleveland Cavaliers — saw so much change so recently that we won’t be able to answ…
    - 2 hours ago 22 Feb 18, 1:59pm -
  • !Significant Digits For Thursday, Feb. 22, 2018
    You’re reading Significant Digits, a daily digest of the numbers tucked inside the news. 6 months An 18-year-old has been sentenced to six months in prison for attempting to smuggle an endangered tiger cub into the U.S. The tiger’s all good, and…
    - 3 hours ago 22 Feb 18, 1:29pm -
  • !The 18 (!) Governorships Democrats Could Pick Up This Year
    If the much-ballyhooed “blue wave” does materialize this fall, it could be Republican governors who suffer the most losses. The other day, we ran down the seven governorships held by Democrats or independents that could fall to the GOP in Novembe…
    - 5 hours ago 22 Feb 18, 11:00am -

Meb Faber

Mechanical Forex

Alpha Architect

  • !Podcast: Managed Futures and Trend-Following with Dr. Kaminski (Wes)
    Here is a link to our podcast on Behind the Markets Wes and Jeremy chat with Katy Kaminski, Visiting Lecturer in Finance at the MIT Sloan School of Management and co-author of the book, "Trend Following with Managed Futures: The Search for Crisis Alp…
    - 4 hours ago 22 Feb 18, 12:29pm -
  • !Explaining the Value Effect in Emerging Markets
    Explaining the Value Effect in Emerging Markets: Tangible vs Intangible Information Douglas W. Blackburn and Nusret Cakici A version of this paper can be found here. Want to read our summaries of academic finance papers? Check out our Academic Rese…
    - 23 hours ago 21 Feb 18, 4:53pm -
  • How to Evaluate Multi-Asset Strategies
    Evaluating Multi-Asset Strategies K. Stuart Peskin Journal of Portfolio Management, special issue A version of this paper can be found here Want to read our summaries of academic finance papers? Check out our Academic Research Insight category. W…
    - 2 days ago 20 Feb 18, 4:53pm -
  • Pat Cleary, our CCO, will be at the TradersEXPO in NYC on February 25th
    Pat Cleary, our CCO/COO and former Marine Captain, will be giving a keynote on his experience in the military and the applications in running an asset management business. You read our piece on the subject, "From the Frontlines to Finance: How the Ma…
    - 8 days ago 14 Feb 18, 1:32pm -
  • Short Sellers Profitably Trade Prior to Credit Rating Agency Announcements
    Are Short Sellers Informed? Evidence from Credit Rating Agency Announcements Jian Shi, Junbo Wang, Ting Zhang Journal of Financial Research A version of this paper can be found here Want to read our summaries of academic finance papers? Check out our…
    - 10 days ago 12 Feb 18, 4:08pm -

System Trader Success

  • How to Trade the MACD: A High-level Analysis of the MACD Line Feature
    Moving Average Convergence Divergence (MACD) is one of the most popular technical indicators used by traders. It is a flexible indicator that can be used for determining the strength and direction of a trend. It has three distinct features and in th…
    - 3 days ago 19 Feb 18, 11:00am -
  • Beginner’s Guide to Quantitative Trading
    In this article I’m going to introduce you to some of the basic concepts which accompany an end-to-end quantitative trading system. This post will hopefully serve two audiences. The first will be individuals trying to obtain a job at a fund as a q…
    - 10 days ago 12 Feb 18, 11:00am -
  • Case study: Can a simple Market Internals technique actually improve trading strategy results?
    In my 10+ years’ full-time trading career, I have found very few tools and tactics that would get my attention so deeply as Market Internals. In 2014, I spent about six months in a row with this unique traders tool, exploring its possibilities eve…
    - 17 days ago 5 Feb 18, 11:00am -
  • Are you losing when you should be winning? Here’s something you might be missing
    Most people think about where to get into and out of positions. Nearly all traders know how important it is to follow their rules, and the majority of them always work toward being more disciplined. These are important pieces of a successful investme…
    - 24 days ago 29 Jan 18, 11:00am -
  • Can You Short The S&P Successfully?
    A short signal for the S&P500? Believe it or not, some do exist. Although these can often be hard to find they can also contribute greatly to your success – so tons of traders search endlessly for a complimentary short system or two for their portf…
    - 31 days ago 22 Jan 18, 11:00am -