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 Patriots’ Super Bowl Path Is The Easiest In Modern NFL History
    On Sunday, the New England Patriots will make their 12th AFC Championship Game appearance under Bill Belichick and Tom Brady, and the legendary coach/QB combo will be gunning for a record eighth Super Bowl appearance together against the Jacksonville…
    - 13 hours ago 17 Jan 18, 8:29pm -
  • !Democrats Probably Won’t Force A Shutdown Over Immigration
    Liberal activists and some congressional Democrats want the party to oppose any government funding bill that does not address DACA — even if that leads to a government shutdown. But the party can’t actually block a funding bill unless basically a…
    - 17 hours ago 17 Jan 18, 5:06pm -
  • !Significant Digits For Wednesday, Jan. 17, 2018
    You’re reading Significant Digits, a daily digest of the numbers tucked inside the news. 13.5 percent Cape Town, South Africa, has fewer than 90 days left of water in its reservoirs. It’s projected that by April 22 the city will have to shut down…
    - 21 hours ago 17 Jan 18, 1:15pm -
  • !What Was Most Surprising About Trump’s First Year?
    Welcome to FiveThirtyEight’s weekly politics chat. The transcript below has been lightly edited. micah (Micah Cohen, politics editor): Welcome, everyone, to our final chat before the one-year anniversary of President Trump’s inauguration!!! Or is…
    - 21 hours ago 17 Jan 18, 1:01pm -
  • !There Is More Than One Opioid Crisis
    Sarah Hargrove didn’t expect to be on the front lines of a national emergency after getting a master’s degree in forensic science. But the opioid crisis has put her there. A Chicago native, she moved to Louisville, Kentucky, in 2012 to work as an…
    - 23 hours ago 17 Jan 18, 11:00am -

Meb Faber

  • !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.
    - 11 hours ago 17 Jan 18, 11:11pm -
  • !Episode #90: Dan Rasmussen, “The Crown Jewel of the Alternative Universe is Private Equity”
    Episode #90: “The Crown Jewel of the Alternative Universe is Private Equity” Guest: Dan Rasmussen. Dan is the Founder and Portfolio Manager of Verdad. Before starting Verdad, he worked at Bain Capital and Bridgewater Associates. Dan graduated fro…
    - 16 hours ago 17 Jan 18, 6:00pm -
  • Farm Redesign
    I forgot to post this but we did a total Idea Farm redesign!  Check it out and let me know what you think….here was the notice update below: Is your New Year’s Resolution to become a better investor in 2018? How about putting that commitment to…
    - 5 days ago 12 Jan 18, 11:22pm -
  • Episode #89: Blair Hull, “Emotions Will Kill You in This Game”
    Episode #89: “Emotions Will Kill You in This Game” Guest: Blair Hull. Blair founded Hull Investments, LLC in 1999 and currently serves as the firm’s Chairman. He was also the founder of Hull Trading Company and served as that firm’s Chairman…
    - 8 days ago 10 Jan 18, 6:00pm -
  • Office Hours Summary…You Are Not Alone
    Today, we’re going to do something that’s going to put you on the road to significantly better investing results. On top of that, I believe it will set you apart from 99% of all the other investors. It’s not theoretical. It won’t ask you to a…
    - 9 days ago 9 Jan 18, 4:55pm -

Mechanical Forex

Alpha Architect

  • Academic Research Insight: Surprise! Seeking Alpha Opinions Have Investment Value
    Wisdom of the Crowds: The Value of Stock Opinions Transmitted Through Social Media Hailiang Chen, Prabuddha De, Yu Jeffrey Hu, Byoung Hyoun Hwang Review of Financial Studies, forthcoming A version of this paper can be found here Want to read our su…
    - 2 days ago 16 Jan 18, 4:57pm -
  • Quant Job Available in Chicago
    From a friend in the business -- Andrew Carter. I’m hiring for a junior position right now, based in Chicago. It’s a highly quant based role, and while I’ve put down experience required, I would consider some exceptional candidates out of a Mas…
    - 3 days ago 14 Jan 18, 10:13pm -
  • Five Investing Podcasts You Should Listen To
    This article was published at the WSJ, but it is now behind a paywall. Below is my original list, for those who want to see the top 5. The Meb Faber Show with Meb Faber Meb Faber is the portfolio manager at Cambria Investment Management, an advisory…
    - 6 days ago 11 Jan 18, 11:12pm -
  • The History of ETFs: Perspectives from ETF Legends, Reggie Browne and Arlene Rockefeller
    ETFs have grown fast, yet there are still some opponents of the structure. However, the general story by ETF opponents has changed over the past 5 to 7 years. Opponents of ETF growth have gone from discussing the following in 2010: Can an ETF collaps…
    - 7 days ago 11 Jan 18, 3:55pm -
  • DIY Asset Allocation Weights: January 2017
    Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation Index are posted here.[ref] Create a free account here if you want to access the site directly. The link is here. [/ref] Exposure Highlights:[ref]The information cont…
    - 8 days ago 10 Jan 18, 2:16am -

System Trader Success

  • Using a Self-Similarity Metric with Intraday Data to Define Market Regimes
    The images above are the famous Sierpinski Triangle and the Koch Snowflake. These objects are “self-similar” and this means that examination at finer levels of resolution will reveal the same shape. Both are examples of “fractal” geometry, an…
    - 3 days ago 15 Jan 18, 11:00am -
  • The Tough Truth About Part Time Trading
    Practically every week, I get an e-mail or two from an aspiring trader. “I want to make some extra money trading”, the story usually goes. Sometimes it is from young adults, already scrambling to get out of the rat race. Other times it is from a…
    - 10 days ago 8 Jan 18, 11:00am -
  • Seasonal Strategies Built The Right Way
    Many commodities, and even some individual stocks or stock groups, have recurring fundamental factors that affect their prices. These forcescan be seen by analyzing a market by day of week, day of month, or day of year. This is called seasonal tradin…
    - 17 days ago 1 Jan 18, 11:00am -
  • Sharpe Ratio – the right answer to the wrong question?
    Sharpe was the right answer First, let’s start with what Sharpe does well. There are two things it does well: Cross-asset unified measure: we all know that the most important component in alpha generation is asset allocation. Now, the difficulty is…
    - 24 days ago 25 Dec 17, 11:00am -
  • Is The Christmas Season Bullish For U.S. Markets?
    With Christmas just a few days  away , I thought it would be interesting to see how the S&P behaves in the days just before Christmas. Do the days just before this holiday tend to be bullish, bearish, or neutral? To test the market behavior just b…
    - 31 days ago 18 Dec 17, 11:00am -