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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  • The Great NFL Passing Boom Is Over. Hope You Enjoyed It!
    In 2011, Drew Brees and the New Orleans Saints spearheaded an aerial assault on the NFL’s record books. Brees not only broke Dan Marino’s single-season passing record by 392 yards, he also led a small army of quarterbacks who either approached (M…
    - 2 days ago 15 Dec 17, 8:16pm -
  • Russell Wilson Is Mr. Fourth Quarter
    Russell Wilson has carried the Seattle Seahawks this year, and his play in the fourth quarter has been particularly brilliant. Watch the video above to find out just how good he’s been — and how crucial the Seahawks’ matchup against the Los Ang…
    - 2 days ago 15 Dec 17, 7:14pm -
  • The Tax Bill Will Probably Pass Despite Republican Senators’ Rumblings
    Congressional Republicans are likely to push through their tax policy legislation next week — but they should be getting a little nervous. Here’s the most likely scenario for the next few days, one that should comfort Republicans and President Tr…
    - 2 days ago 15 Dec 17, 4:55pm -
  • Significant Digits For Friday, Dec. 15, 2017
    You’re reading Significant Digits, a daily digest of the numbers tucked inside the news. 3 to 2 vote In a 3 to 2 vote, the conservative faction of the Federal Communications Commission voted to remove consumer protections that forbid internet provi…
    - 2 days ago 15 Dec 17, 1:21pm -
  • Please Help Me — I Have A Number Problem
    Welcome to The Riddler. Every week, I offer up problems related to the things we hold dear around here: math, logic and probability. There are two types: Riddler Express for those of you who want something bite-size and Riddler Classic for those of y…
    - 2 days ago 15 Dec 17, 1:00pm -

Meb Faber

  • Episode #86: A Quantitative Approach to Tactical Asset Allocation
    Episode #86: A Quantitative Approach to Tactical Asset Allocation Guest: Episode #86 has no guest. It’s a “just Meb” show. Date Recorded: 12/11/17 Run-Time: 34:31 Episode Sponsor: Personal Capital – Free digital tools for a holistic picture o…
    - 4 days ago 13 Dec 17, 6:04pm -
  • Episode #85: Radio Show: Bitcoin Futures Are Here – What Now?
    Episode #85: Radio Show: Bitcoin Futures Are Here – What Now?   Guest: Episode #85 has no guest, but is co-hosted by Jeff Remsburg. Date Recorded: 12/08/17 Run-Time: 50:53   Episode Sponsor: Health IQ – Special rate life insurance for the healt…
    - 4 days ago 13 Dec 17, 6:00pm -
  • Robo Allocator Update
    Year end summary of the whole robo and cyborg space….and much like everywhere else in the asset management industry, Vanguard is dominating and has likely passed $100B in their advisory product…if there are any errors please email me and I’ll u…
    - 6 days ago 11 Dec 17, 7:58pm -
  • 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.
    - 10 days ago 7 Dec 17, 8:36pm -
  • Episode #84: Howard Lindzon, “I Think There’s So Many Ways the Markets are Rigged That I Think It’s Best to Just Follow Along the Trends”
    Episode #84: “I Think There’s So Many Ways the Markets are Rigged That I Think It’s Best to Just Follow Along the Trends”       Guest: Howard Lindzon. Howard focuses on the innovation in personal finance and do-it-yourself investing. He ma…
    - 11 days ago 6 Dec 17, 9:44pm -

Mechanical Forex

Alpha Architect

  • Podcast: Founding Alpha Architect (Wes)
    Here is a link to our recent podcast on Behind the Uniform. I'm so humbled and honored to have Wesley Gray on the show today, talking about his experience building Alpha Architect. I found Wes through a Wall Street Journal article that starts with:…
    - 4 days ago 13 Dec 17, 3:35pm -
  • ESOP Attorney — How to Hire One and Why It Matters
    The sequential process by which ESOP advisory teams are assembled by business owners requires that they get it right–from the start. An ESOP attorney is the linchpin in that process. Here is what you need to know.The post "ESOP Attorney — How to…
    - 5 days ago 12 Dec 17, 4:26pm -
  • Academic Research Insight: Beware of the Surprise Departure of Independent Directors!
    Do Independent Director Departures Predict Future Bad Events? Rüdiger Fahlenbrach, Angie Low, and René M. Stulz The Review of Financial Studies A version of this paper can be found here Want to read our summaries of academic finance papers? Check…
    - 6 days ago 11 Dec 17, 4:27pm -
  • Momentum and Market Anomalies
    Momentum is the tendency for assets that have performed well (poorly) in the recent past to continue to perform well (poorly) in the future, at least for a short period of time. Initial research on momentum was published by Narasimhan Jegadeesh and S…
    - 9 days ago 8 Dec 17, 4:29pm -
  • Historical Finance Fight: Ben Graham versus H.M. Gartley
    Reading really old research is humbling. https://archive.org/ is an awesome place to start. One quickly recognizes that market participants were very savvy way back in the day. I've always assumed that investors today are more intelligent and armed…
    - 10 days ago 7 Dec 17, 4:41pm -

System Trader Success

  • Broken Strategy or Market Change: Investigating Underperformance
    I recently had someone email me about the performance of a strategy I created back in late 2005/early 2006 and traded for a few years. I remember the strategy being a daily mean reversion set up with an intraday pullback entry. I figured it probably…
    - 6 days ago 11 Dec 17, 11:00am -
  • Creatures of Habit
    "Creatures", in this case =  human or algorithm executing entries and exits.I was searching for a generic photo that has the different days of the week, but in different languages, when I came across this graph, which shows historical Days of Week a…
    - 13 days ago 4 Dec 17, 11:00am -
  • 4 Ways to Increase my Discipline
    In the following rows I'd like to share with you three ways I use to increase my discipline which is the cornerstone of every successful trader I know. The discipline is often the missing part of many traders who try to conquer the financial markets.…
    - 20 days ago 27 Nov 17, 11:00am -
  • Market Seasonality Study
    With November almost over I thought it would be a good idea to review our Market Seasonality Study. If you will recall, back on May 18 of this year we closed our or seasonality trade in anticipation for a traditional weak period of the stock index m…
    - 27 days ago 20 Nov 17, 11:00am -
  • 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…
    - 34 days ago 13 Nov 17, 11:00am -