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Blog - BLACKARBS LLC

How to Build a Sequential Option Scraper with Python and Requests

How to Scrape and Parse 600 ETF Options in 10 mins with Python and Asyncio

Can We Use Mixture Models to Predict Market Bottoms? (Part 3)

Can We Use Mixture Models to Predict Market Bottoms? (Part 2)

Can We Use Mixture Models to Predict Market Bottoms?

How to Build a Sequential Option Scraper with Python and Requests

How to Scrape and Parse 600 ETF Options in 10 mins with Python and Asyncio

Can We Use Mixture Models to Predict Market Bottoms? (Part 3)

Can We Use Mixture Models to Predict Market Bottoms? (Part 2)

Can We Use Mixture Models to Predict Market Bottoms?

quantinsti.com

Crowdsourced Sentiment Analysis Trading Strategy

[WEBINAR] Manage Complex Option Portfolios: Simplifying Option Greeks

The Evolution Of Trading: Barter System To Algo Trading

How Much Salary Do Quants Really Earn?

R Weekly Bulletin Vol – XIII

Crowdsourced Sentiment Analysis Trading Strategy

[WEBINAR] Manage Complex Option Portfolios: Simplifying Option Greeks

The Evolution Of Trading: Barter System To Algo Trading

How Much Salary Do Quants Really Earn?

R Weekly Bulletin Vol – XIII

Quant at Risk

N-CryptoAsset Portfolios: Identifying Highly Correlated Cryptocurrencies using PCA

Cryptocurrency Time-Series for N-CryptoAsset Portfolio Analysis in Python

Python for Algo and Crypto-Currency Trading: 2-Day Workshop in London (July 8-9)

Machine Learning in Python for Finance: 2-Day Workshop in Warsaw, Poland (May 2017)

Seminar: Computational Aspects of Blockchain Technology in Finance

N-CryptoAsset Portfolios: Identifying Highly Correlated Cryptocurrencies using PCA

Cryptocurrency Time-Series for N-CryptoAsset Portfolio Analysis in Python

Python for Algo and Crypto-Currency Trading: 2-Day Workshop in London (July 8-9)

Machine Learning in Python for Finance: 2-Day Workshop in Warsaw, Poland (May 2017)

Seminar: Computational Aspects of Blockchain Technology in Finance

Quantocracy – Quantocracy

Quantocracy’s Daily Wrap for 07/24/2017

Quantocracy’s Daily Wrap for 07/21/2017

Quantocracy’s Daily Wrap for 07/19/2017

Quantocracy’s Daily Wrap for 07/18/2017

Quantocracy’s Daily Wrap for 07/17/2017

Quantocracy’s Daily Wrap for 07/24/2017

Quantocracy’s Daily Wrap for 07/21/2017

Quantocracy’s Daily Wrap for 07/19/2017

Quantocracy’s Daily Wrap for 07/18/2017

Quantocracy’s Daily Wrap for 07/17/2017

Signal Plot

Why Bitcoin is the Ultimate Safe Haven Asset

What is Bitcoin’s Correlation With Other Financial Assets?

A Simple Machine Learning Model to Trade SPY

How to Apply Machine Learning to Trading

How to Measure the Performance of a Trading Strategy

Why Bitcoin is the Ultimate Safe Haven Asset

What is Bitcoin’s Correlation With Other Financial Assets?

A Simple Machine Learning Model to Trade SPY

How to Apply Machine Learning to Trading

How to Measure the Performance of a Trading Strategy

The Financial Hacker

Hacking a HFT system

Algorithmic Options Trading, Part 2

Bye Yahoo, and thanks for all the fish

Algorithmic Options Trading, Part 1

Better Strategies 5: A Short-Term Machine Learning System

Hacking a HFT system

Algorithmic Options Trading, Part 2

Bye Yahoo, and thanks for all the fish

Algorithmic Options Trading, Part 1

Better Strategies 5: A Short-Term Machine Learning System

QuantStart.com - Algorithmic Trading and Quantitative Finance

Backtesting Systematic Trading Strategies in Python: Considerations and Open Source Frameworks

Derivatives Pricing I: Pricing under the Black-Scholes model

Should You Buy or Rent a GPU-Based Deep Learning Machine for Quant Trading Research?

Matrix Algebra - Linear Algebra for Deep Learning (Part 2)

Rough Path Theory and Signatures Applied To Quantitative Finance - Part 4

Backtesting Systematic Trading Strategies in Python: Considerations and Open Source Frameworks

Derivatives Pricing I: Pricing under the Black-Scholes model

Should You Buy or Rent a GPU-Based Deep Learning Machine for Quant Trading Research?

Matrix Algebra - Linear Algebra for Deep Learning (Part 2)

Rough Path Theory and Signatures Applied To Quantitative Finance - Part 4

EconomPic

The Case for the Harmonic Mean P/E Calculation

EconomVIX...A Summary of Past VIX Posts

Yes. Demographics and Economic Growth Matter for Equity Returns

Capturing Mean Reversion Via Momentum

The Potential Return-Free Risk of Bonds

The Case for the Harmonic Mean P/E Calculation

EconomVIX...A Summary of Past VIX Posts

Yes. Demographics and Economic Growth Matter for Equity Returns

Capturing Mean Reversion Via Momentum

The Potential Return-Free Risk of Bonds

Voodoo Markets

Vix Spx Seasonality By Month, Even Keel

Vix Below Low Redux

Vix Below Low

Vix Blues, Large Close to Close Declines in Vix

Vix Fed Rate Returns, Update

Vix Spx Seasonality By Month, Even Keel

Vix Below Low Redux

Vix Below Low

Vix Blues, Large Close to Close Declines in Vix

Vix Fed Rate Returns, Update

Cliff's Perspective

A Fanatic is One Who Can't Change his Mind and Won't Change the Subject1

Still (Not) Crazy After All These Years1

Virtue is its Own Reward: Or, One Man’s Ceiling is Another Man’s Floor

Lies, Damned Lies, and Data Mining

Factor Timing is Hard

A Fanatic is One Who Can't Change his Mind and Won't Change the Subject1

Still (Not) Crazy After All These Years1

Virtue is its Own Reward: Or, One Man’s Ceiling is Another Man’s Floor

Lies, Damned Lies, and Data Mining

Factor Timing is Hard

Flirting with Models

Managing Capital Market Assumption Risk

Combining Tactical Views with Black-Litterman and Entropy Pooling

Four Important Details in Tactical Asset Allocation

Growth Optimal Portfolios

Duration Timing with Style Premia

Managing Capital Market Assumption Risk

Combining Tactical Views with Black-Litterman and Entropy Pooling

Four Important Details in Tactical Asset Allocation

Growth Optimal Portfolios

Duration Timing with Style Premia

Quantitative Trading

Building an Insider Trading Database and Predicting Future Equity Returns

Paradox Resolved: Why Risk Decreases Expected Log Return But Not Expected Wealth

More Data or Fewer Predictors: Which is a Better Cure for Overfitting?

Pre-earnings Annoucement Strategies

Really, Beware of Low Frequency Data

Building an Insider Trading Database and Predicting Future Equity Returns

Paradox Resolved: Why Risk Decreases Expected Log Return But Not Expected Wealth

More Data or Fewer Predictors: Which is a Better Cure for Overfitting?

Pre-earnings Annoucement Strategies

Really, Beware of Low Frequency Data

Eran Raviv

LASSO, LASSO, LASSO

The annual useR! conference

Density Estimation Using Regression

Computer Age Statistical Inference – now free

Random Books

LASSO, LASSO, LASSO

The annual useR! conference

Density Estimation Using Regression

Computer Age Statistical Inference – now free

Random Books

QUANTITATIVE RESEARCH AND TRADING

Market Stress Test Signals Danger Ahead

Protected: Systematic Strategies Fund June 2017

Volatility ETF Trader – June 2017: +15.3%

Futures WealthBuilder – June 2017: +4.4%

Why Statistical Arbitrage Breaks Down

Market Stress Test Signals Danger Ahead

Protected: Systematic Strategies Fund June 2017

Volatility ETF Trader – June 2017: +15.3%

Futures WealthBuilder – June 2017: +4.4%

Why Statistical Arbitrage Breaks Down

Throwing Good Money After Bad

Randomly Pushing Buttons

Indicator Has Turned Yellow

It Told You So.

Open Up!

Synthetic VXX/XIV Data

Randomly Pushing Buttons

Indicator Has Turned Yellow

It Told You So.

Open Up!

Synthetic VXX/XIV Data

Python For Finance

Intraday Stock Mean Reversion Trading Backtest in Python With Short Selling

Intraday Stock Mean Reversion Trading Backtest in Python

Optimisation of Moving Average Crossover Trading Strategy In Python

Investment Portfolio Optimisation with Python

Moving Average Crossover Trading Strategy Backtest in Python – V 2.0

Intraday Stock Mean Reversion Trading Backtest in Python With Short Selling

Intraday Stock Mean Reversion Trading Backtest in Python

Optimisation of Moving Average Crossover Trading Strategy In Python

Investment Portfolio Optimisation with Python

Moving Average Crossover Trading Strategy Backtest in Python – V 2.0

Blog – Curtis Miller's Personal Website

Let’s Create Our Own Cryptocurrency

Defend Net Neutrality!

Downloading S&P 500 Stock Data from Google/Quandl with R (Command Line Script)

Looking For America (Part 2 of 5): A vision of America — A View From The Middle (Class)

Looking For America (Part 1 of 5): It’s getting … tiresome — A View From The Middle (Class)

Let’s Create Our Own Cryptocurrency

Defend Net Neutrality!

Downloading S&P 500 Stock Data from Google/Quandl with R (Command Line Script)

Looking For America (Part 2 of 5): A vision of America — A View From The Middle (Class)

Looking For America (Part 1 of 5): It’s getting … tiresome — A View From The Middle (Class)

MatlabTrading

Testing and Analysis of Algorithmic Trading Strategies in MATLAB (Part 4) – Genetic Algorithms

Testing and Analysis of Algorithmic Trading Strategies in MATLAB (Part 3) – Visualisation of Process

Testing and Analysis of Algorithmic Trading Strategies in MATLAB (Part 2) – Easy-to-use GUI

Testing and Analysis of Algorithmic Trading Strategies in MATLAB (Part 1) - Introduction

Whoa?! What happened with the blog?

Testing and Analysis of Algorithmic Trading Strategies in MATLAB (Part 4) – Genetic Algorithms

Testing and Analysis of Algorithmic Trading Strategies in MATLAB (Part 3) – Visualisation of Process

Testing and Analysis of Algorithmic Trading Strategies in MATLAB (Part 2) – Easy-to-use GUI

Testing and Analysis of Algorithmic Trading Strategies in MATLAB (Part 1) - Introduction

Whoa?! What happened with the blog?

Quantitative Trading

Building an Insider Trading Database and Predicting Future Equity Returns

Paradox Resolved: Why Risk Decreases Expected Log Return But Not Expected Wealth

More Data or Fewer Predictors: Which is a Better Cure for Overfitting?

Pre-earnings Annoucement Strategies

Really, Beware of Low Frequency Data

Building an Insider Trading Database and Predicting Future Equity Returns

Paradox Resolved: Why Risk Decreases Expected Log Return But Not Expected Wealth

More Data or Fewer Predictors: Which is a Better Cure for Overfitting?

Pre-earnings Annoucement Strategies

Really, Beware of Low Frequency Data

top scoring links : algotrading

**New:** data structures and design principles for risk management?

**New:** Rise and fall of trading innovations

**New:** Machine learning-How do you label your target?

QuantStrat TradeR

An Out of Sample Update on DDN’s Volatility Momentum Trading Strategy and Beta Convexity

Testing the Hierarchical Risk Parity algorithm

The Marcos Lopez de Prado Hierarchical Risk Parity Algorithm

Constant Expiry VIX Futures (Using Public Data)

A Review of Gary Antonacci’s Dual Momentum Investing Book

An Out of Sample Update on DDN’s Volatility Momentum Trading Strategy and Beta Convexity

Testing the Hierarchical Risk Parity algorithm

The Marcos Lopez de Prado Hierarchical Risk Parity Algorithm

Constant Expiry VIX Futures (Using Public Data)

A Review of Gary Antonacci’s Dual Momentum Investing Book