Cracking Markets

Mashup of systematic trading links.

Happy new year!A very quick post from me this month - I'm trying to get ready for teaching next week and also cracking on with my latest book. On the Systematic Trader podcast I recently discussed using a clustering algorithim to group instruments.  Using my software, pysystemtrade, I can get a correlation matrix... Read more
Published on: 2022-01-18
Source: Rob Carver
Episode 383: Mike Dudas, 6th Man Ventures – Investing in Web3 & The Metaverse While Launching LinksDAO Guest: Mike Dudas is the founder and General Partner of 6th Man Ventures, a VC firm focused on investing in Web3 and the metaverse. He recently helped launch LinksDAO, which raised over $10... Read more
Published on: 2022-01-17
Source: Meb Faber Research
Next up on the performance review for 2021 are the Volatility Curve Models that are part of the Quant Pulse service. For a quick background on these models and hoe they work, start with this post where I first introduced the concepts behind the volatility curve model. Also, here are... Read more
Published on: 2022-01-17
Source: Investing for a living
Episode #382: Dan Zwirn, Arena Investors – A Stoic Approach to Investing Guest: Daniel Zwirn is the Chief Executive Officer and Chief Investment Officer of Arena Investors LP, a $2.2 billion global investment firm with offices in New York, London, San Francisco, Dublin, and Jacksonville focusing on global special... Read more
Published on: 2022-01-12
Source: Meb Faber Research
January 12, 2022 I’ve been seeing lots of seasonality type charts on the S&P500 where they take the average return for each day of the year and then create a return curve for the year. The chart often ‘shows’ the sell in May and buy in November flatness of... Read more
Published on: 2022-01-12
Source: Alvarez Quant Trading
Yahoo Finance offers an excellent range of market data on stocks, bonds, currencies, and cryptocurrencies. It also offers news reports with a variety of insights into different markets from around the world - all accessible through the yfinance python library.Ran Aroussi is the man behind yfinance, a Python library that... Read more
Published on: 2022-01-12
Source: Analyzing Alpha
Through its sizeable compounding effect, dividend snowball investing can help investors build a passive income and a massive wealth in the long run.This article explores every aspect of dividend growth investing and how you can make the best use of this strategy.Key TakeawaysThe dividend snowball investing leverages the compounding effect... Read more
Published on: 2022-01-12
Source: Analyzing Alpha
The NDX was hit especially hard last week. It fell 4.5% on the week and Friday was the lowest close since October. Many times we will see multi-day pullbacks and/or intermediate-term lows during a long-term uptrend suggest the market is primed for a bounce. But in running some studies on... Read more
Published on: 2022-01-10
Source: Quantifiable Edges
Happy New Year to everyone! A quick post to present the performance results of the TAA strategies that are part of the Economic Pulse and Quant Pulse Newsletters. I’ll also discuss how the performance compares to other TAA strategies. Overall, it was a good year for my strategies and I’m quite pleased... Read more
Published on: 2022-01-10
Source: Investing for a living
Quantpedia’s Research in 2021 9.January 2022 Dear readers & clients, I would like to use this space to thank you all for your kind support in the year 2021. I am really proud of my whole team for their work. We are fulfilling our primary mission to process academic research related to quant&algo trading... Read more
Published on: 2022-01-09
Source: Quantpedia
Episode #381: Leonard Mlodinow, Theoretical Physicist & Author – How To Harness Your Emotions To Become A Better Investor Guest: Leonard Mlodinow is a theoretical physicist and author recognized for groundbreaking discoveries in physics, and a passion for making science accessible and interesting to the general public. He was on... Read more
Published on: 2022-01-05
Source: Meb Faber Research
Commodities include goods or services traded and exchanged with each other at a price governed by demand and supply.The commodity market began in 4500 BC where the people of Sumer or modern-day Iraq used clay tablets to denote goods to be delivered at a predetermined date.If you’re looking for a... Read more
Published on: 2021-12-31
Source: Analyzing Alpha
Have you ever tried trading the markets with a slingshot? No, I’m not talking about using a slingshot to shoot arrows or rocks at your target. I’m talking about using Scot1land’s Slingshot Trading Setup.In the first part of the blog post, I will be discussing the trading setup and how... Read more
Published on: 2021-12-31
Source: Analyzing Alpha
Episode #380: Top Podcasts of 2021 – Replay: Jeremy Grantham, Chris Cole, Jeff Seder Guests: Episode 380 is a replay of The Meb Faber Show’s top podcasts of 2021. Guests include Jeremy Grantham, Chris Cole & Jeff Seder. Run-Time: 3:34:33 Summary: At 2:53, hear Jeremy Grantham put this market in historical... Read more
Published on: 2021-12-29
Source: Meb Faber Research
In the past year, that is by far the most common question I get. Now that Quantopian went the way of the Dodo, is Zipline dead? Should we switch to a different backtesting engine? The short answer is that the rumors of Zipline’s demise are exaggerated, but let’s take it... Read more
Published on: 2021-12-29
Source: Clenow Research


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