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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FiveThirtyEight

  • !Can The Mariners Finally End Their Playoff Drought?
    Of all the storylines to watch as Major League Baseball begins the second half of the 2018 season, the most interesting might be whether the Seattle Mariners can hold on to their current position in the standings — and, in the process, end the long…
    - 2 hours ago 20 Jul 18, 12:00pm -
  • !Damn The Torpedoes — Two Puzzles Ahead!
    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 hours ago 20 Jul 18, 12:00pm -
  • !Significant Digits For Friday, July 20, 2018
    You’re reading Significant Digits, a daily digest of the numbers tucked inside the news. 10 of the past 14 majors As far as international sports go, we Americans may not have had the men’s World Cup — but we have golf. Americans have won 10 of…
    - 3 hours ago 20 Jul 18, 10:56am -
  • !What Some Early, High-Quality Polls Can Tell Us About The Race For The House
    Welcome to Pollapalooza, our weekly polling roundup. Poll of the week If you’re anything like me, you get inordinately excited every time you see a tweet from @MonmouthPoll. Not only is Monmouth University’s polling operation one of only six poll…
    - 4 hours ago 20 Jul 18, 9:43am -
  • !How The Putin-Trump Press Conference Rates On Our Trump Opposition Scale
    When President Trump backtracked (slightly) from controversial remarks he made on Monday in which he questioned the U.S. intelligence community’s conclusions that Russia interfered in the 2016 U.S. election, I wasn’t surprised. It was another dem…
    - 23 hours ago 19 Jul 18, 2:45pm -

Meb Faber

Mechanical Forex

Alpha Architect

  • !Which Investment Factors Drive Corporate Bond Returns
    Which Investment Factors Drive Corporate Bond Returns Turan G. Bali, Avanidhar Subrahmanyam, & Quan Wen A version of this paper can be found here. Want to read our summaries of academic finance papers? Check out our Academic Research Insight categ…
    - 23 hours ago 19 Jul 18, 3:22pm -
  • Portfolio Craftsmanship is Just as Important as Choosing an Investment Style.
    Craftsmanship Alpha: An Application to Style Investing Ronen Israel, Sarah Jiang, and Adrienne Ross Journal of Portfolio Management A version of this paper can be found here Want to read our summaries of academic finance papers? Check out our Academ…
    - 4 days ago 16 Jul 18, 3:20pm -
  • Deconstructing the Low Volatility/Low Beta Anomaly
    One of the big problems for the first formal asset pricing model developed by financial economists, the Capital Asset Pricing Model (CAPM), was that it predicts a positive relationship between risk and return. However, the historical evidence demonst…
    - 8 days ago 12 Jul 18, 3:30pm -
  • Do Fundamentals Still Drive Market Prices? Or Have ETFs Taken Over?
    What causes a stock's price to move? A great question, and one that puzzles most market observers every day. Since this is puzzling, it is an entertaining topic to discuss--enter CNBC and the financial media. In the short-run, stocks prices can move…
    - 10 days ago 10 Jul 18, 3:43pm -
  • Artificial Intelligence and Value Investing
    Artificial Intelligence and Value Investing Korok Ray Journal of Investing, Spring 2018 A version of this paper can be found here Want to read our summaries of academic finance papers? Check out our Academic Research Insight category. What are the…
    - 11 days ago 9 Jul 18, 3:05pm -

System Trader Success

  • Step One In Building An Intraday Trading System
    If you have been reading System Trader Success for a while you’re probably familiar with how I develop trading systems. The very first step is to come up with a simple idea to act as the seed or core of your trading system. I call this your key co…
    - 4 days ago 16 Jul 18, 10:00am -
  • The Different Types of Trading
    “Algos” and “algorithms.” These two words strike fear into the hearts of many a trader. Visions of computer programs running wild, buying and selling with reckless abandon, are a common nightmare. A trader goes to sleep flat, and wakes up to…
    - 11 days ago 9 Jul 18, 10:00am -
  • Improving The Moving Average Crossover System
    Let’s take a look at a simple moving average crossover system and see if we can improve it. Specifically, can we improve the moving average system’s performance by reducing the number of whipsaws during those dreaded range bound markets? Whipsaw…
    - 18 days ago 2 Jul 18, 10:00am -
  • Two Dimensional Market Environment Filter
    In this article I’m going to demonstrate a technique to help adapt your trading systems to the changing market conditions. In a previous article entitled, “Trend Testing Indicators“, I tested several indicators that could be used to divide the…
    - 25 days ago 25 Jun 18, 10:00am -
  • Dual Momentum – The Famous 5 Portfolio
    This article describes a Dual Momentum study over a multi-asset ETFs basket with a new attempt to improve this well-known investing style. Dual Momentum **strategies rely on two different very simple filters: absolute momentum and relative mome…
    - 32 days ago 18 Jun 18, 10:00am -