Cracking Markets

Mashup of systematic trading links.

The Best Investment Writing Volume 5: Brian Barish, Cambiar Investors – The Virus Plaguing Value Author:  Brian Barish is the President and CIO at Cambiar Investors and is responsible for the oversight of all investment functions at the firm. Prior to joining Cambiar in 1997, Mr. Barish served as... Read more
Published on: 2021-09-24
Source: Meb Faber Research
Learn how to backtest a high-frequency price shear mean reversion algorithmic trading system on multiple assets with multiple timeframes using Python and Pandas.In this video, we’ll download minutely data from Kaggle, resample the data into 5 minute and daily bars, and analyze the data for a price shear.[embedded content]What Is... Read more
Published on: 2021-09-23
Source: Analyzing Alpha
Episode #353: Artem Milinchuk, FarmTogether, “Everything Pointed Towards This Massive Democratization of Alternative Investing“ Guest: Artem Milinchuk is the founder and CEO of FarmTogether, investment platform providing accredited investors with direct access to farmland. Artem has over 10 years of finance experience in food, agriculture, and farmland. He holds... Read more
Published on: 2021-09-22
Source: Meb Faber Research
The market is off to a strong start to the day, with SPX up over 1% at around noon EST. I decided to look back at all times the market was up at least 1% at 2pm on a Fed Day (the typical time for a statement release). Below is... Read more
Published on: 2021-09-22
Source: Quantifiable Edges
Fed Days often generate compelling studies to consider and share in the nightly subscriber letter.  I have also covered them in the blog many times over the years. A Fed Day is one of eight days per year that the Federal Reserve concludes one of their scheduled meetings and makes... Read more
Published on: 2021-09-22
Source: Quantifiable Edges
You can pay to get the S&P 500 historical constituents, or you can use various free sources. Getting an accurate list of the S&P500 components over time is critical when developing an equity investing or trading strategy due to survivorship bias.Getting the S&P500 Historical ConstituentsMultiple paid and free data providers... Read more
Published on: 2021-09-22
Source: Analyzing Alpha
Many studies identified by the Quantifnder Monday afternoon showed the strong selling and closing lows to be potentially bullish. And Turnaround Tuesday is typically the best day for a bounce to begin. The study below considered the long-term uptrend, intermediate-term low, and strong selling on Monday. The only instance that... Read more
Published on: 2021-09-21
Source: Quantifiable Edges
Episode #352: James Rasteh, Coast Capital, “The World Is Running Out Of Gold” Guest: James Rasteh is the founder of Coast Capital, a fund that takes a private equity approach to investing in public markets. Date Recorded: 8/18/2021     |     Run-Time: 1:10:16 Summary: In today’s episode, we talk about gold... Read more
Published on: 2021-09-20
Source: Meb Faber Research
For years I have written about the “weakest week”. It is the week following the 3rd Friday in September, and it has been the worst week seasonally when measured over many time periods. I wrote about it in some detail recently in ProActive Advisor Magazine. But this year we are... Read more
Published on: 2021-09-17
Source: Quantifiable Edges
The Best Investment Writing Volume 5: Jack Vogel, Alpha Architect – Value Investing: An Examination of the 1,000 Largest Firms Author:  Dr. Jack Vogel is currently a Managing Member of Alpha Architect, LLC, an SEC-Registered Investment Advisor, where he heads the research department and serves as the Chief Financial... Read more
Published on: 2021-09-17
Source: Meb Faber Research
Episode #351: Leigh Drogen, Starkiller Capital, “If This Thing Isn’t Dead Yet, It’s Not Going To Die” Guest: Leigh Drogen is the GP and CIO of Starkiller Capital, an institutional investment management firm applying quantitative strategies to the blockchain based digital asset space. Previously, he was the founder and... Read more
Published on: 2021-09-15
Source: Meb Faber Research
Peter Naur first termed Data Science in the year 1974. But, the journey had begun since ancient times. Here’s a chronicle about the history of data science, tracing its path from the formative collection methods to the most advanced forms of data processing.Key TakeawaysIn 1663, John Graunt, a British demographer,... Read more
Published on: 2021-09-14
Source: Analyzing Alpha
Episode #350: Startup Series – Saad Alam, Hone Health, “40% Of Men Over 35 Have Hormone Imbalance With Testosterone” Guest: Saad Alam is the founder & CEO of Hone Health, is the premier men’s optimization clinic that helps men get their spark back and be their best self. Hone... Read more
Published on: 2021-09-13
Source: Meb Faber Research
The Best Investment Writing Volume 5: Campbell Harvey and Michele Mazzoleni, Research Affiliates – Breaking Bad Trends Authors:  Michele Mazzoleni is a partner and member of the Multi-Asset Strategies team for Research Affiliates. He is responsible for the development of systematic investment strategies across liquid derivatives and a member... Read more
Published on: 2021-09-10
Source: Meb Faber Research
Episode #349: Anthony Zhang, Vinovest, “You Should Separate Your Drinking Preferences From Your Investment Preferences” Guest: Anthony Zhang is the co-founder and CEO of Vinovest, the world’s first platform for investing in fine wine. Anthony is a repeat entrepreneur who has previously founded and sold two companies, EnvoyNow and... Read more
Published on: 2021-09-08
Source: Meb Faber Research


(c) 2020 Cracking Markets

Insert Content Template or Symbol