Quant Start


  • !Pitchers Are (Slowly) Adapting To The Home Run Spike
    For the past two years, baseball’s power surge has turned anonymous middle infielders into 30-home-run hitters and made power-happy rookies look like the second coming of Babe Ruth. The long ball has become so ubiquitous that it’s hard to recall…
    - 2 hours ago 24 Jul 17, 2:55pm -
  • !Significant Digits For Monday, July 24, 2017
    You’re reading Significant Digits, a daily digest of the numbers tucked inside the news. 1st state Hawaii will be the first U.S. state to begin preparations for the unlikely event of a North Korean nuclear attack. In November, the Aloha State’s E…
    - 5 hours ago 24 Jul 17, 11:46am -
  • !Bad News For House Republicans: Clinton Won’t Be On The Ballot In 2018
    Since modern polling began, no president has been as unpopular at this point in his first term as Donald Trump is today. So should Republicans worry that Trump will hurt their prospects of keeping control of the House in the 2018 midterm elections? I…
    - 6 hours ago 24 Jul 17, 10:00am -
  • The Next Step In The Search For Aliens Is A Huge Telescope And A Ton Of Math
    Aliens could be hiding on almost any of the Milky Way’s roughly 100 billion planets, but so far, we haven’t been able to find them (dubious claims to the contrary notwithstanding). Part of the problem is that astronomers don’t know exactly wher…
    - 3 days ago 21 Jul 17, 6:59pm -
  • Baseball’s Best Teams Are Too Damn Good
    A week ago, I wrote about how both the Los Angeles Dodgers and Houston Astros are in rare historical company this season. According to FiveThirtyEight’s Elo power ratings — which measure a team’s strength at any moment — each is playing rough…
    - 3 days ago 21 Jul 17, 4:21pm -

Meb Faber

  • Episode #62: Ron Lieber, “We’re Not Having the Right Kinds of Conversations with Our Kids About (Money)”
    Episode #62: “We’re Not Having the Right Kinds of Conversations with Our Kids About (Money)”     Guest: Ron Lieber. Ron is a journalist who writes the “Your Money” column for The New York Times. From 2002 to 2007, he wrote for The Wall St…
    - 5 days ago 19 Jul 17, 8:01am -
  • Tweets of the Week
    [View the story “Tweets of the Week” on Storify]The post Tweets of the Week appeared first on Meb Faber Research - Stock Market and Investing Blog.
    - 9 days ago 16 Jul 17, 3:48am -
  • Episode #61: Jack Vogel, “(Factor Timing?) It’s Next to Near Impossible”
    Episode #61: “(Factor Timing?) It’s Next to Near Impossible”   Guest: Jack Vogel. Jack conducts research in empirical asset pricing and behavioral finance. He is a co-author of DIY FINANCIAL ADVISOR: A Simple Solution to Build and Protect Your…
    - 12 days ago 12 Jul 17, 3:05pm -
  • The Best Way To Add Yield To Your Portfolio
    Many investors dream of passive income.  They picture themselves on the beach sipping a pina colada, and enjoying the income of their portfolio rolling in. (But let’s be honest, the Hans Gruber yield days are long gone…) What would you do to a…
    - 18 days ago 6 Jul 17, 7:29pm -
  • War Stories Over Board Games
    This is a pleasantly weird series from Institutional Investor magazine   Bill Gross   Mark Carhart   Britt Harris   Peter Lynch   Henry Kravis   Ken Griffin   Mario Gabelli   Howard Marks   Sallie Krawcheck  The post War Stories Over Board…
    - 19 days ago 5 Jul 17, 6:59pm -

Mechanical Forex

  • Ten important things I learned in ten years of trading
    Although I started trading more than 10 years ago – almost 12 to be exact – my blog and public efforts in trading started in the fall of 2007, almost ten years ago. I was 21 at the time and I viewed trading in a completely different way although…
    - 2 days ago 22 Jul 17, 1:04pm -
  • Building “the switch” using machine learning
    If you have been around algorithmic trading for a while you have probably heard some version of the “switch” concept. This is one of the holy grails of systematic trading, describing an ability to be able to change the way one acts in the market…
    - 13 days ago 11 Jul 17, 4:11pm -
  • Predicting trading system out-of-sample success using chaos properties of financial time series
    During the past year I have been focused on predicting out-of-sample trading system returns. This is because while creating trading systems with historically good performance is trivial – just a brute-forcing problem at its core – the creation of…
    - 18 days ago 6 Jul 17, 7:52pm -
  • Is our random forest model for OOS predictions improving with time? A Bayesian look.
    In September 2016 I published a post about the results of our random forest model for out of sample predictions in our price action based system repository at Asirikuy. The aim of this model is to use the in-sample results of trading strategies – m…
    - 43 days ago 11 Jun 17, 10:01am -
  • Issues we have faced with our Machine Learning system repository
    Our methodology to find supervised machine learning strategies in an automated manner has traveled a rough road from the start. Our first attempt – which started in 2015 – faced significant software based problems that forced us to eliminate all…
    - 89 days ago 26 Apr 17, 3:39pm -

Alpha Architect

System Trader Success

  • !In-Sample and Out-Of-Sample Testing
    I am frequently asked if I do out-of-sample testing. The short answer is not always and when I do, it is not how most people do the test. There are lots of considerations and pitfalls to avoid when doing out-of-sample testing. Out-of-sample testing i…
    - 6 hours ago 24 Jul 17, 10:00am -
  • Discover Best Trading Rules with Perceptron Search
    Every system developer has a list of rules and indicators that they want to test out. The problem every developer faces is narrowing down that list of rules and indicators to the select few that are best worth focusing on. A quite similar and rela…
    - 7 days ago 17 Jul 17, 10:00am -
  • Are Breakeven Stops Worth The Effort?
    One favorite “gotta have” of many traders is a breakeven stop. By not letting a winning trade become a loser, the psychological lure of breakeven stops is strong. This is especially true for discretionary traders, where the winning percentage can…
    - 14 days ago 10 Jul 17, 10:00am -
  • Predictive Indicators
    INTRODUCTION Technical traders understand that indicators need to smooth market data to be useful, and that smoothing introduces lag as an unwanted side effect. We also know that the market is fractal; a daily interval chart looks just like a weekly,…
    - 21 days ago 3 Jul 17, 10:00am -
  • Multiplex For Greater Profit
    Two problems that often result from system optimization are, (1) a reduction in the number of trades, a system that generates too few trades can both be more difficult to trade and a low number of trades does not inspire confidence; and (2) there is…
    - 28 days ago 26 Jun 17, 10:00am -