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…
    - -
  • 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…
    - -
  • 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…
    - -
  • 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…
    - -
  • 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…
    - -

FiveThirtyEight

  • The Moore Allegations Haven’t Changed How People See Trump
    Does Roy Moore still have a chance in the Alabama Senate race? Some recent polls show him flagging, but an average shows the race to be tight. Watch the video above for more on what might happen in Alabama, and for whether any of it is changing how A…
    - 2 days ago 17 Nov 17, 8:43pm -
  • Climate Science Isn’t Being Silenced Everywhere In Washington
    As Trump tweets, government acts. Welcome to Meanwhile, our recurring look at what federal agencies are up to and how their work affects people’s lives. The deletion of references to climate change from government websites has become a perennial he…
    - 2 days ago 17 Nov 17, 7:39pm -
  • Wentz And Prescott Are The Best Second-Year QBs We’ve Seen In A While
    This weekend’s game between the Dallas Cowboys and Philadelphia Eagles is a showcase for remarkably promising young quarterback talent. Both Dak Prescott and Carson Wentz are having historically great years. Find out just how great by watching the…
    - 2 days ago 17 Nov 17, 6:52pm -
  • Handwriting Analysis Can’t Exonerate Roy Moore
    In an attempt to disprove one of several sexual misconduct allegations against him, Alabama Senate candidate Roy Moore has turned to a dubious science: handwriting analysis. In a press conference this week, Moore’s lawyer tried to cast doubt on all…
    - 2 days ago 17 Nov 17, 5:49pm -
  • Is This The Worst Year For Quarterback Injuries?
    It’s Week 11 of the NFL season, and the most impressive 53-man roster this year may be found not on any sideline, but rather on the injured reserve list. Every season sees some star power lost to injury, but 2017 seems to be on another level, with…
    - 2 days ago 17 Nov 17, 5:33pm -

Meb Faber

Mechanical Forex

Alpha Architect

  • Richard Thaler: Misbehaving His Way to a Nobel Prize!
    Unless you live under a rock, you've probably heard that Professor Richard Thaler earned the recent Nobel Prize. (The University of Chicago is on fire these days with Eugene Fama and Lars Hansen winning the prize in 2013!) I had the fortunate opport…
    - 2 days ago 17 Nov 17, 4:08pm -
  • Monetary Momentum
    On most mainstream finance websites, a good chunk of the stories discuss the FED and where interest rates are going. Intuitively, this makes sense: The FED is arguably an extremely influential component of U.S. economy. But how do markets respond to…
    - 3 days ago 16 Nov 17, 4:05pm -
  • Can asset bubbles be mathematically quantified before they burst?
    The subject of asset bubbles and market crashes has fascinated me for more than 20 years. As an options market maker for Susquehanna International Group ("SIG"), extreme price movements were a daily source of concern. I sat next to Jeff Yass for yea…
    - 5 days ago 14 Nov 17, 5:07pm -
  • Academic Research Insight: How to Balance Short and Long term Goals in Asset Allocation
    Strategic Asset Allocation-Combining Science and Judgment to Balance Short Term and Long Term Goals Peng Wang and Jon Spinney A version of this paper can be found here Want to read our summaries of academic finance papers? Check out our Academic Re…
    - 6 days ago 13 Nov 17, 4:03pm -
  • Factor Investors Beware: Positive SMB May Not Mean You Own Small-Caps
    Regression analysis is used all the time to assess how a portfolio "loads" on certain factors. The most common factor loadings examined are the market, size, value, and momentum factors. This can be an informative exercise, and there are nice tools o…
    - 9 days ago 10 Nov 17, 3:31pm -

System Trader Success

  • The Internal Bar Strength Indicator
    The internal bar strength or (IBS) is an oscillating indicator which measures the relative position of the close price with respect to the low to high range for the same period. The calculation for Internal Bar Strength is as follows… IBS =  (Cl…
    - 7 days ago 13 Nov 17, 11:00am -
  • 4 Reasons Why Scalpers Could Be Dangerous
    In this article I am going to share with you four reasons why scalpers could be dangerous and everyone who would commit money to trade with such short-term strategies should be extremely cautious and mindful. Although potentially the shorter-term a s…
    - 14 days ago 6 Nov 17, 11:00am -
  • Finding Out What Works, And What Doesn’t Work
    Many traders who try system trading have previously had difficulty at discretionary or manual trading. Most of these folks eventually recognize the benefit of trading a system with well defined rules – a system that has performed well in the past.…
    - 21 days ago 30 Oct 17, 10:00am -
  • How To Create A Multi Agent Trading System
    In a previous article I demonstrated how to build a strategy that will trade the equity curve. That is, a strategy that will stop trading when the equity curve falls below a simple moving average. Lets look at a different technique that not many reta…
    - 28 days ago 23 Oct 17, 10:00am -
  • 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…
    - 35 days ago 16 Oct 17, 10:00am -