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Quantocracy’s Daily Wrap for 08/09/2018

DATE POSTED:August 10, 2018

This is a summary of links featured on Quantocracy on Thursday, 08/09/2018. To see our most recent links, visit the Quant Mashup. Read on readers!

  • Algorithmic Trading System Development [Auquan]

    Often a Quantitative Researcher will develop trading models in Python or R. These models are then passed off to Quantitative Developers, who implement them in trading systems with Java or C++. Usually, a Quantitative Trader will then execute trades with the help of these systems. I have had the opportunity to work with the Interactive Brokers Java API for years as a researcher, developer, and
  • The Carry Factor and Global Risks [Alpha Architect]

    The carry factor is the tendency for higher-yielding assets to provide higher returns than lower-yielding assets it is a cousin to the value factor, which is the tendency for relatively cheap assets to outperform relatively expensive ones. A simplified description of carry is the return an investor receives (net of financing) if prices remain the same. The classic application is in currencies

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