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

# 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.

# Top 10 data mining algorithms in plain English | rayli.net

Today, I’m going to explain in plain English the top 10 most influential data mining algorithms as voted on by 3 separate panels in this 2007 survey paper.

Source: *Top 10 data mining algorithms in plain English | rayli.net*

# Simple Dividend Strategy For Income Investors [17% CAR]

This is a simple dividend strategy for investors seeking dividend stocks, income generation and capital gains. The strategy saw good returns and low drawdowns.

Source: *Simple Dividend Strategy For Income Investors [17% CAR]*

# A Backtesting Framework

Source: *QuantLab – Blog*

# Quantifying Technical Analysis

How to convert technical analysis nto something more amenable to statistical analysis

Source: *Quantifying Technical Analysis*

# Shifting sands: Equity Ranking Backtest with Python/Pandas

# A ‘Simple Pattern’ for Trading | Jay On The Markets

# How to win any popular game, according to data scientists – The Washington Post

# Inovance – Bollinger Band Feature Analaysis Using a Random Forest Algorithm

# Investment Idiocy: System building – Data capture

# Flexible Backtesting for Python

# Quantopian – Crowd-Sourced Stock Sentiment Using StockTwits

# Social data research links: oil prices, real estate, and power laws | MKTSTK

# Random walks down Wall Street – Stochastic Processes in PythonStuart Reid

# Quantitative Trading: Beware of Low Frequency Data

# FRAMA – Fractal Adaptive Moving Average By John Ehlers

http://mesasoftware.com/papers/FRAMA.pdf

# MSc theses in computational finance

MSc theses in computational finance

via Datasim Financial Forums • View topic – MSc theses in computational finance.

# Pairs Trading with Copulas

Pairs Trading with Copulas

via Pairs Trading with Copulas by Wenjun Xie, Qi Rong Liew, Yuan Wu, Xi Zou :: SSRN.

# Using Intraday Data to Define Market Regimes

# BlackDog: A Dynamic Stock/Bond Allocation Strategy | the augmented trader

# Combining Momentum and Mean Reversion Strategies

# Wolfram Data Drop: Universal Data Accumulator

# Investor sentiment for the S&P 500 | The Behavioural Quant

# Cross-Correlation Networks: visualizing influence in the S&P 100 | MKTSTK

# Betting Against Beta by Andrea Frazzini, Lasse Heje Pedersen :: SSRN

http://ssrn.com/abstract=2049939

via Betting Against Beta by Andrea Frazzini, Lasse Heje Pedersen :: SSRN.

# Intelligent Trading: IBS reversion edge with QuantShare

# Developing Long/Short ETF Strategies

# Kalman and Bayesian Filters in Python

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# A Monte Carlo Simulation for Pi Day | R-bloggers

A Monte Carlo Simulation for Pi Day

# DTR Trading: Iron Condor Structure Alternatives

# Days to Cover and Stock Returns by Harrison G. Hong, Weikai Li, Sophie X. Ni, Jose A. Scheinkman, Philip Yan :: SSRN

# 03-09-2015 – A Profitable System That Makes Real World Money

# Network visualization links: social data and correlation filtering | MKTSTK

# Algorithmic Trading

# Clustering of Time Series Subsequences is Meaningless

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# SIC lookup by stock symbol | MKTSTK

# Quantitative Trading: Commitments of Traders (COT) strategy on soybean futures

# Academic research links: social data and financial markets | MKTSTK

# Risk Laboratory: Ophir Gottlieb: * Financial Mathematics

# A Comparison of Programming Languages in Economics

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