- QPAS 0.3.4 is out. Bug fixes & UI improvement. https://t.co/FfIybPYWo7
- RT @abnormalreturns: "Betting against beta" not only works across but within industries as well. (via @Cimmerian999 et al.) http://t.co/NqgMI8IfCf $STUDY
- Exploiting Closed-End Fund Discounts: The Market May Be Much More Inefficient than You Thought http://t.co/BsstB8jVsL
- RT @rjparkerjr09: The S&P 500 is a trading system, a set of rules for buying and selling stocks & it's not a very good one. http://t.co/kolsym47fI
- Mentally unperturbed though, so I'm probably going to be increasing leverage going forward.
alpha curves C# CAC40 DAX FTSE100 candlestick patterns CFD cross validation CRTDR data mining DOTM DTW Dynamic Time Warping equal risk contribution ETN GTAA HangSeng IBS effect K Nearest Neighbor machine learning mean reversion minimum correlation minimum volatility momentum MultiCharts .NET NASDAQ100 new highs new lows Nikkei225 PCA portfolio optimization QQQ relative strength risk parity Russell2000 S&P500 seasonality SPY STI swing trend following UDIDSRI VIX VIXY VXV WVF XIV