Case study: Can a simple Market Internals technique actually improve trading strategy results? – Better System Trader

Can a simple Market Internals technique actually improve trading strategy results? We test it out and share the results and code, see for yourself.

Source: Case study: Can a simple Market Internals technique actually improve trading strategy results? – Better System Trader

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Classification-Based Financial Markets Prediction Using Deep Neural Networks by Matthew Francis Dixon, Diego Klabjan, Jin Hoon Bang :: SSRN

Deep neural networks (DNNs) are powerful types of artificial neural networks (ANNs) that use several hidden layers. They have recently gained considerable atten

Source: Classification-Based Financial Markets Prediction Using Deep Neural Networks by Matthew Francis Dixon, Diego Klabjan, Jin Hoon Bang :: SSRN

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How to Learn Advanced Mathematics Without Heading to University – Part 1 – QuantStart

This article details how to learn advanced undergraduate level mathematics solely from self-study via textbooks, lecture notes and videos found on the internet.

Source: How to Learn Advanced Mathematics Without Heading to University – Part 1 – QuantStart

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Cheatsheet – Python & R codes for common Machine Learning Algorithms

Introduction In his famous book – Think and Grow Rich, Napolean Hill narrates story of Darby, who after digging for a gold vein for a few years walks away from it when he was three feet away from it! Now, I don’t know whether the story is true or false. But, I surely know of

Source: Cheatsheet – Python & R codes for common Machine Learning Algorithms

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Use Matplotlib from Excel with xlwings | Newton Excel Bach, not (just) an Excel Blog

Xlwings is another free and open source package allowing communication between Excel and Python.  It now incorporates ExcelPython, and is included in the Anaconda Python package, so will support my…

Source: Use Matplotlib from Excel with xlwings | Newton Excel Bach, not (just) an Excel Blog

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In Search of the Perfect Recession Indicator | PHILOSOPHICAL ECONOMICS

Given the downturn in the energy sector and the persistent economic weakness abroad, investors have become increasingly focused on the possibility of a U.S. recession.  In this piece, I’m goi…

Source: In Search of the Perfect Recession Indicator | PHILOSOPHICAL ECONOMICS

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Big Data: 35 Brilliant And Free Data Sources For 2016 – Forbes

Data is ubiquitous — but sometimes it can be hard to see the forest for the trees, as it were. Many companies of various sizes believe they have to collect their own data to see benefits from big data analytics, but it’s simply not true. There are hundreds (if not thousands) […]

Source: Big Data: 35 Brilliant And Free Data Sources For 2016 – Forbes

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Tests of Alternative Asset Pricing Models Using Individual Security Returns and a New Multivariate F-Test by Shafiqur Rahman, Matthew J. Schneider, Gary Antonacci :: SSRN

The standard multivariate test of Gibbons et al. (1989) commonly used in studies comparing the performance of asset pricing models requires the number of stocks

Source: Tests of Alternative Asset Pricing Models Using Individual Security Returns and a New Multivariate F-Test by Shafiqur Rahman, Matthew J. Schneider, Gary Antonacci :: SSRN

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A Practitioner’s Defense of Return Predictability by Blair Hull, Xiao Qiao :: SSRN

Revisiting the issue of return predictability, we show there is substantial predictive power in combining forecasting variables. We apply correlation screening

Source: A Practitioner’s Defense of Return Predictability by Blair Hull, Xiao Qiao :: SSRN

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Behavioral finance in financial market theory, utility theory, portfolio theory and the necessary statistics: A review

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On the Profitability of Optimal Mean Reversion Trading Strategies by Peng Huang, Tianxiang Wang :: SSRN

We study the profitability of optimal mean reversion trading strategies in the US equity market. Different from regular pair trading practice, we apply maximum

Source: On the Profitability of Optimal Mean Reversion Trading Strategies by Peng Huang, Tianxiang Wang :: SSRN

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Growth and Trend: A Simple, Powerful Technique for Timing the Stock Market | PHILOSOPHICAL ECONOMICS

Suppose that you had the magical ability to foresee turns in the business cycle before they happened.  As an investor, what would you do with that ability?  Presumably, you would use it to time the…

Source: Growth and Trend: A Simple, Powerful Technique for Timing the Stock Market | PHILOSOPHICAL ECONOMICS

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Exploring mean reversion and cointegration with Zorro and R: part 1 | Robot Wealth

This series of posts is inspired by several chapters from Ernie Chan’s highly recommended book Algorithmic Trading. The book follows Ernie’s first contribution,

Source: Exploring mean reversion and cointegration with Zorro and R: part 1 | Robot Wealth

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Introduction to functional programming in OCaml | FUN – France Université Numérique

In this course you will discover the power of Functional Programming, using the OCaml language to write concise, efficient and elegant programs.

Source: Introduction to functional programming in OCaml | FUN – France Université Numérique

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MultCloud(https://www.multcloud.com/), a FREE and easy-to-use web app, supports for Managing Files and Transferring Files across Cloud Drives. Free provide 10TB traffic for data transmission.

MultCloud(https://www.multcloud.com/), a FREE and easy-to-use web app, supports for Managing Files and Transferring Files across Cloud Drives. Free provide 10TB traffic for data transmission.

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Deal Flow for Little Guys: Top 10 Resources for Small Private Investments | Matthew Duckworth | LinkedIn

I recently answered a question on Quora.com about how to earn $10,000 a month on a $500,000 investment (You can find it here) and I opened my big mouth and invited people to contact me directly about details on how make it happen. I figured a few people would read it and want to talk shop… I didn’t realize, however, that it would go viral.Since then, I’ve been bombarded with more requests for resources on “increasing deal flow” than I could ever hope to respond to individually, so this post is dedicated to pointing investors who want to get involved in private deals in the right

Source: Deal Flow for Little Guys: Top 10 Resources for Small Private Investments | Matthew Duckworth | LinkedIn

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Derivatives Analytics with Python (Wiley Finance) – Data Analysis, Models, Simulation, Calibration and Hedging

The Python Quants, Quant Platform, Python, Quantitative Finance, Big Data, Wiley Finance, Yves Hilpisch, Derivatives Analytics, Python Training, Finance Training, Derivatives Training

Source: Derivatives Analytics with Python (Wiley Finance) – Data Analysis, Models, Simulation, Calibration and Hedging

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A Better ZigZag – Quintuitive

-*+There are a lot of “winning” strategies for bull markets floating around. “Buy the pullbacks” is certainly one of them. Does this sound simple enough to implement to you? While I am no Sheldon Cooper (although I have a favorite couch seat), I still like to live in a somewhat well defined world, a world […]

Source: A Better ZigZag – Quintuitive

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Advances in Cointegration and Subset Correlation Hedging Methods by Marcos Lopez de Prado, David Leinweber :: SSRN

We divide hedging methods between single-period and multi-period. After reviewing some well-known hedging algorithms, two new procedures are introduced, called

Source: Advances in Cointegration and Subset Correlation Hedging Methods by Marcos Lopez de Prado, David Leinweber :: SSRN

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Diversified Statistical Arbitrage: Dynamically Combining Mean Reversion and Momentum Strategies by James Velissaris :: SSRN

This paper presents a quantitative investment strategy that is capable of producing strong risk-adjusted returns in both up and down markets. The strategy combi

Source: Diversified Statistical Arbitrage: Dynamically Combining Mean Reversion and Momentum Strategies by James Velissaris :: SSRN

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XLWINGS

http://xlwings.org/

xlwings is a free and open-source alternative to VBA that allows you to program Microsoft Excel with Python. It works on Windows and Mac.