Quant Start

  • 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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  • High Frequency Trading II: Limit Order Book
    In this article series Imanol Pérez, a PhD researcher in Mathematics at Oxford University, and an expert guest contributor to QuantStart continues the discussion of high-frequency trading via the introduction of the limit order book.As we saw in t…
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  • Best Operating System For Quant Trading?
    One question that I am asked frequently is which operating system to use for quantitative trading research and implementation.The short answer, as of the writing date of this article, is if you want to carry out any serious/mathematical quant tradi…
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FiveThirtyEight

  • !How Clemson And Washington Can Still Make The College Football Playoff
    Each week in this space, we examine all the things a certain contending team needs to have happen in order for it to make the College Football Playoff. This week’s edition is a double feature starring the Clemson Tigers and Washington Huskies, each…
    - 3 hours ago 18 Oct 17, 6:58pm -
  • !Millennial Women, More Than Older Women, Think Men Have It Easier
    When it comes to the gender divide, Americans are, well, divided. A survey out Wednesday shows wide divergences along partisan, educational and generational lines in perceptions of how women are doing in the country. Pew Research Center asked more th…
    - 6 hours ago 18 Oct 17, 4:00pm -
  • !Jaylen Brown Is The Celtics’ Only Hope Now
    Just over five minutes into the first game of the 2017-18 NBA season, Gordon Hayward went up to catch a lob pass. The ball sailed out of reach, and Hayward crashed to the floor, dislocating his ankle and fracturing his tibia. Whatever faint title asp…
    - 8 hours ago 18 Oct 17, 2:45pm -
  • !Why High-Profile Events Like Mass Shootings Often Don’t Lead To Policy Change
    The NRA announced earlier this month that it would support measures to limit the sales of a device called a bump fire stock, which makes non-automatic weapons fire as if they’re automatic and which was used in the mass shooting in Las Vegas. Some c…
    - 10 hours ago 18 Oct 17, 12:30pm -
  • !Significant Digits For Wednesday, Oct. 18, 2017
    You’re reading Significant Digits, a daily digest of the numbers tucked inside the news. 2 countries On Tuesday a federal judge in Hawaii blocked the Trump administration from implementing a ban on travelers from the countries of Syria, Libya, Iran…
    - 10 hours ago 18 Oct 17, 12:20pm -

Meb Faber

Mechanical Forex

Alpha Architect

  • !Trend-Following: A Deep Dive Into A Unique Risk Premium
    Trend-following strategies have historically been laughed at via the modern academic finance research community. Having first-hand knowledge of that community, we can verify that academic researchers are humans like the rest of us (we checked, academ…
    - 7 hours ago 18 Oct 17, 3:00pm -
  • A Fund Flows Theory for Value and Momentum Investing
    Value and Momentum Investing -- our two favorite factors. We talk about these phenomena on our blog all the time, and have given both rational and behavioral explanations as to why these may occur.However, very few in the finance community are dir…
    - 1 day ago 17 Oct 17, 3:02pm -
  • Academic Research Insight: Sentiment Feedback Strength Trading Strategy
    Genetic programming optimization for a sentiment feedback strength based trading strategy Steve Y.Yang, Sheung Yin Kevin Mo, AnqiLiu, Andrei A.Kirilenko A version of this paper can be found here Want to read our summaries of academic finance papers?…
    - 2 days ago 16 Oct 17, 3:17pm -
  • Podcast: Factor Replication with Lu Zhang (Wes)
    Here is a link to our podcast on Behind the Markets Wes and Jeremy speak with Lu Zhang, The John W. Galbreath Chair, Professor of Finance, at the Fisher College of Business at The Ohio State University, and co-author of the paper, "Replicating Anom…
    - 2 days ago 16 Oct 17, 12:35pm -
  • Replicating Anomalies
    Academic research is amazing and incredibly useful for helping us better understand the complex world in which we live. In fact, academic research has literally rewired my brain at times. However, research isn't perfect and the search for truth is me…
    - 5 days ago 13 Oct 17, 3:22pm -

System Trader Success

  • Looking Into The Ulcer Index
    Investors utilize a variety of performance and risk metrics to evaluate strategies. These numbers provide a summary of what happened to the strategy historically and can be useful to quickly compare different strategies. To use these statistics effec…
    - 3 days ago 16 Oct 17, 10:00am -
  • Trading The Equity Curve & Beyond
    Some trading systems have prolonged periods of winning or losing trades. Long winning streaks followed by a prolonged period of drawdown.  Wouldn't it be nice if you could minimize those long drawdown periods?Here is one tip that might help you do t…
    - 10 days ago 9 Oct 17, 10:00am -
  • Getting Started with Neural Networks for Algorithmic Trading
    If you’re interested in using artificial neural networks (ANNs) for algorithmic trading, but don’t know where to start, then this article is for you. Normally if you want to learn about neural networks, you need to be reasonably well versed in…
    - 17 days ago 2 Oct 17, 10:00am -
  • Secret Weapon of Stock & ETF System Development
    This is the second article in a two-part series where I discuss the top three pitfalls when backtesting Stock & ETF trading systems. In the first article, The Top Three Pitfalls of Stock and ETF System Development, I highlighted the top three issues…
    - 24 days ago 25 Sep 17, 10:00am -
  • Randomly Pushing Buttons
    Before my current circumstances, and before I was a photographer (see above), I used to make music for a living. Specifically, weird-ass techno/electronic music that many people found difficult or annoying. One of the ways I would find sonic inspirat…
    - 31 days ago 18 Sep 17, 10:00am -