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jstauth
searching PlanetScale…
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by
jstauth
12y ago
Here is a link to a companion post to the Fortune article with more detail on the study: https://www.quantopian.com/posts/research-an-update-to-inves... You can check out the full analysis and data set in a shared IPyt
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by
jstauth
12y ago
That's a great question, I've been working up a more detailed analysis of implementation shortfall (and thinking about ways to make this automated) - but your question prompted me to post a quick comparison here that you can look
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Show HN: Real-time collaborative coding for quants
(quantopian.com)
6 points
by
jstauth
12y ago
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0 comments
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Quantopian CEO John Fawcett on reddit AMA
(reddit.com)
2 points
by
jstauth
13y ago
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0 comments
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Autonomous drones flock like birds.
(nature.com)
2 points
by
jstauth
13y ago
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0 comments
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Quant Strategies Implemented by the Quantopian Community
(blog.quantopian.com)
56 points
by
jstauth
13y ago
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7 comments
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by
jstauth
13y ago
Thanks. The drawdown is not ready for prime time indeed, I haven't traded it for that (among other) reasons. But I like the idea a lot and the futures linked ETFs seemed like an easier place to start that the contracts themselves.
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by
jstauth
13y ago
Very cool. I have revisited the WTI/Brent spread trade a few times in the last few years - actually wrote a simple algo using Quandl data for USO and BNO, two ETFs linked to the WTI and Brent futures. I would love to update it to use t
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DIY: 3D Print and build your own iPhone-Legoscope
(designscience.ucsf.edu)
1 points
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jstauth
13y ago
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0 comments
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Oil is Oil is Oil - Except When It's Not
(quantopian.com)
14 points
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jstauth
13y ago
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2 comments
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by
jstauth
13y ago
While I'd love to take all the credit (blame?), the reformed academic in my feels compelled to admit that the idea to look for predictive value in stock loan data is not original to me. The finance literature has some fascinating articles o