Quant Start

  • What Alternative Career Paths Exist For Quants?
    Recent graduates, postgraduates and those in early-career positions with a technical background are now faced with a wide choice of exciting and well-compensated career paths in a diverse set of industries. Quantitative finance remains an attrac…
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  • Derivatives Pricing III: Models driven by Lévy processes
    In this article series QuantStart returns to the discussion of pricing derivative securities, a topic which was covered a few years ago on the site through an introduction to stochastic calculus.Imanol Pérez, a PhD researcher in Mathematics at Oxf…
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  • Derivatives Pricing II: Volatility Is Rough
    In this new article series QuantStart returns to the discussion of pricing derivative securities, a topic which was covered a few years ago on the site through an introduction to stochastic calculus.Imanol Pérez, a PhD researcher in Mathematics at…
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  • Backtesting Systematic Trading Strategies in Python: Considerations and Open Source Frameworks
    In this article Frank Smietana, one of QuantStart's expert guest contributors describes the Python open-source backtesting software landscape, and provides advice on which backtesting framework is suitable for your own project needs.Backtesting is…
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  • Derivatives Pricing I: Pricing under the Black-Scholes model
    In this new article series QuantStart returns to the discussion of pricing derivative securities, a topic which was covered a few years ago on the site through an introduction to stochastic calculus.Imanol Pérez, a PhD researcher in Mathematics at…
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FiveThirtyEight

  • !Trump’s Populism Isn’t Popular — But That’s On Him, Not Bannon
    What if upon taking office in January, President Trump had carefully balanced the insurgent influence of Steve Bannon, his chief strategist (now gone), with the establishment-friendly approach of Reince Priebus, his chief of staff (now gone) — and…
    - 15 hours ago 18 Aug 17, 10:02pm -
  • !Bannon May Be Out, But Nationalism Probably Isn’t
    The departure of Steve Bannon, President Trump’s chief strategist, from the White House on Friday may not mean much of anything. When I described the eight main “power centers” in the Trump administration in an article earlier this year, I emph…
    - 16 hours ago 18 Aug 17, 8:30pm -
  • !Emergency Politics Podcast: What Does Bannon’s Exit Mean?
    On this emergency edition of FiveThirtyEight’s Politics podcast, the team reacts to the news that chief strategist Steve Bannon is leaving the Trump administration. The crew discusses how the shakeup changes the power dynamics in the White House an…
    - 17 hours ago 18 Aug 17, 8:02pm -
  • !Mayweather Is Defined By The Zero Next To His Name
    Floyd Mayweather, the great welterweight boxer, will enter next Saturday’s blockbuster fight against UFC champion Conor McGregor undefeated in his pro career: 49 wins, zero draws, zero losses. Zero, in this case, is a huge number. Mayweather’s pe…
    - 18 hours ago 18 Aug 17, 6:47pm -
  • !Earth Has The Solar System’s Best Eclipses
    Anyone who’s seen an eclipse like the one coming to the U.S. on Monday is likely to tell you that they’re special because of their strangeness, ethereal beauty and awesome power. But they’re also special because they require such a specific ali…
    - 18 hours ago 18 Aug 17, 6:19pm -

Meb Faber

  • Episode #67: “I See a Lot of Red Flags”
    Episode #67: “I See a Lot of Red Flags”     Guest: Simon Black. Simon is an international investor, entrepreneur, founder of Sovereign Man and the editor of its flagship international diversification service, Sovereign Man: Confidential. He ha…
    - 3 days ago 16 Aug 17, 6:02pm -
  • 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.
    - 6 days ago 13 Aug 17, 10:26pm -
  • Episode #66: Radio Show: U.S. Equities: At What Valuation To Sell?
    Episode #66: Radio Show: U.S. Equities: At What Valuation To Sell? Guest: Episode #66 has no guest, but is co-hosted by Jeff Remsburg. Date Recorded: 8/7/17 Run-Time: 57:03 To listen to Episode #66 on iTunes, click here To listen to Episode #66 on St…
    - 9 days ago 10 Aug 17, 4:04pm -
  • Episode #65: Emil van Essen, “The Days of $80 Oil – That’s a Long Way Away”
    Episode #65: “The Days of $80 Oil – That’s a Long Way Away”   Guest: Emil van Essen. Emil is the CEO and CIO of Emil van Essen Managed Futures. He’s a commodity trading advisor with more than 25 years of investment experience. He has also…
    - 10 days ago 9 Aug 17, 10:58pm -
  • You Don’t Have to Play
    I’ve spent the last day marinating over this quiz I posted to my Twitter followers.  I asked a series of three simple questions you can see below.  The answers are surprising to me…there were 1,200 to 2,200 votes so a decent sample size.  The…
    - 17 days ago 2 Aug 17, 9:06pm -

Mechanical Forex

  • Reinforcement Learning: Using Q-learning with RSI oscillators
    The Relative Strength Index (RSI) is one of the indicators I like the most because of its ability to condense significant amounts of important information into a single measurement. Because of this I wanted to see whether I could use a group of RSI m…
    - 9 days ago 10 Aug 17, 3:31pm -
  • Judging trading systems using Monte Carlo simulations: A second look
    For the past 7 years I have been a strong advocate of using Monte Carlo simulations to evaluate on-going trading system performance after their creation. These simulations allow you to expand on the possible scenarios that can be derived from a syste…
    - 12 days ago 7 Aug 17, 5:40pm -
  • 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…
    - 28 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…
    - 39 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…
    - 44 days ago 6 Jul 17, 7:52pm -

Alpha Architect

System Trader Success

  • Battle of the Oscillators…Round 1
    In a recent article, Predictive Indicators written by John Ehlers he highlighted a unique indicator used to time market cycles. This indicator is a heavily modified Stochastic Oscillator and was demonstrated on the S&P. In this article, I want to pu…
    - 5 days ago 14 Aug 17, 10:00am -
  • Going Live With Automation
    Going live with an automated strategy is one of the coolest, but also scariest things you can do in trading. Here you are letting a computer trade with your hard earned money. Theoretically, the computer makes ALL the buying and selling decisions exc…
    - 12 days ago 7 Aug 17, 10:00am -
  • “Peel Off” Trading
    Many traders have a favorite method for trading, and they rarely deviate from that plan, regardless of what they are trading. One method many people like is what I call the “peel off” method. In its simplest form, the trader starts out with two c…
    - 19 days ago 31 Jul 17, 10:00am -
  • 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…
    - 26 days 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…
    - 33 days ago 17 Jul 17, 10:00am -