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Quantocracy’s Daily Wrap for 11/01/2017

Tags: trading
DATE POSTED:November 2, 2017

This is a summary of links featured on Quantocracy on Wednesday, 11/01/2017. To see our most recent links, visit the Quant Mashup. Read on readers!

  • Tactical Asset Allocation in October [Allocate Smartly]

    This is a summary of the recent performance of a wide range of excellent tactical asset allocation strategies. These strategies are sourced from books, academic papers, and other publications. While we dont (yet) include every published TAA model, these strategies are broadly representative of the TAA space. Learn more about what we do or let AllocateSmartly help you follow these strategies in
  • The ABCs of creating a mean reversion strategy Part 2 [Alvarez Quant Trading]

    This post is the continuation of the steps for creating a mean reversion strategy from the first part of The ABCs of creating a mean reversion strategy Part 1. You can also listen to part 2 of my interview on Better System Trader here. A quick recap of the topics covered in part 1. I covered trading universe, indicators to measure daily mean reversion, combining multiple mean reversion
  • What Will We Talk About at the Evidence-Based Investing Conference This Year? [Alpha Architect]

    ack and I will be attending the Evidence-Based Investing Conference tomorrow in NYC. Were excited to participate and be part of the crowd. Be sure to give us a holler love to discuss whatever is on your mind! Author rendering of the scene at EBI Historically, the conversations at EBI can end up covering fun topics. For example, Over the summer, Jack spoke at the West Coast version and

The post Quantocracy’s Daily Wrap for 11/01/2017 appeared first on Quantocracy.

Tags: trading