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…
    - -
  • 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…
    - -
  • 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…
    - -

FiveThirtyEight

  • !Beside The Points For Monday, May 21, 2018
    It’s my last day at FiveThirtyEight! I’m next starting a daily newsletter, Numlock News. If you’ve been a fan of Beside The Points, please subscribe! Things That Caught My Eye Knights in Five The Vegas Golden Knights became just the second-ever…
    - 3 hours ago 21 May 18, 3:31pm -
  • !Significant Digits For Monday, May 21, 2018
    You’re reading Significant Digits, a daily digest of the numbers tucked inside the news. 11.8 percent The U.S. Post Office saw a shipping and package income of $19.5 billion last year, which is up 11.8 percent compared to the previous year. It was…
    - 8 hours ago 21 May 18, 10:44am -
  • !Primary Briefing: Arkansas, Georgia, Kentucky And Texas
    What do Arkansas, Georgia, Kentucky and Texas have in common? Well, depending on whom you ask, they’re all Southern states. But more to the point: They’re the four states up to bat this week in the protracted ballgame that is primary election sea…
    - 9 hours ago 21 May 18, 9:47am -
  • Why The NBA Abandoned Roy Hibbert
    INDIANAPOLIS — Five years ago tonight, the Pacers needed a hero. It was Game 6 of the Eastern Conference semifinals against the Knicks — a game Indiana needed to avoid a trip back to Madison Square Garden for a treacherous Game 7 — and New York…
    - 3 days ago 18 May 18, 6:23pm -
  • The Supreme Court Made It Easier For More People To Place Bad Sports Bets
    With the Supreme Court’s landmark gambling decision this week, many more Americans might soon be able to place a legal wager on their favorite sport. So what kind of money are we talking about? The U.S. casino industry says Americans illegally bet…
    - 3 days ago 18 May 18, 5:29pm -

Meb Faber

Mechanical Forex

Alpha Architect

  • !Technical Analysis in the Chinese Stock Market: Does it Work?
    Technical Analysis Profitability Without Data Snooping Bias: Evidence from Chinese Stock Market Fuwei Jiang, Guoshi Tong and Guokai Song International Review of Finance A version of this paper can be found here Want to read our summaries of academi…
    - 3 hours ago 21 May 18, 3:24pm -
  • Explaining the Demand for Higher Beta Stocks
    The Capital Asset Pricing Model (CAPM) indicates returns should go up linearly as beta increases (in other words, risk and return are positively related). However, as I’ve previously discussed, the historical evidence demonstrates that, while the s…
    - 4 days ago 17 May 18, 3:41pm -
  •  5 Cutting Edge Investment Research Articles
    This year’s annual financial research “geekfest,” officially known as the American Finance Association Annual Meeting, assembles the world’s top-tier academic researchers to discuss their latest financial research. Source: Wes's art studio a…
    - 6 days ago 15 May 18, 3:34pm -
  • Automating Earnings Forecasts: Can a “MIDAS” touch help?
    Automated Earnings Forecasts: Beat Analysts or Combine and Conquer? Ryan Ball and Eric Ghysels Management Science, forthcoming A version of this paper can be found here Want to read our summaries of academic finance papers? Check out our Academic…
    - 7 days ago 14 May 18, 3:07pm -
  • Podcast: Value Investing in India and Technology
    Here is a link to our podcast on Behind the Markets This is a special episode of Behind the Markets with Wharton alumni for SiriusXM's Reunion Radio. Hosts Jeremy Schwartz and Wes Gray talk to the founders of Malabar Investments and Cygnus Capital ab…
    - 7 days ago 14 May 18, 1:56pm -

System Trader Success

  • !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) th…
    - 9 hours ago 21 May 18, 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 pla…
    - 7 days ago 14 May 18, 10:00am -
  • Market Seasonality Study
    With April  over I thought it would be a good idea to review our Market Seasonality Study.  If you will recall, back on November 2nd of last year, we opened a seasonality trade in anticipation for a traditional strong period of the stock index mar…
    - 14 days ago 7 May 18, 10:00am -
  • A Strategy For Each Day of the Week [Seriously?]
    A different strategy for each day of the week? Sounds crazy, but is it? I have written about “Turnaround Tuesday” before.This simple strategy is actually at new highs since this was published over 10 months ago! But what about other markets? Is…
    - 21 days ago 30 Apr 18, 10:00am -
  • Five Stock Market Timing Indicators Put To The Test
    Humans have been trying to clock in the stock market with fancy indicators since the beginning of time. But do they work? In this article I test five different market timing indicators. They are:Coppock CurveZweig Breadth ThrustArms Index (TRIN)McCle…
    - 28 days ago 23 Apr 18, 10:00am -