Are you interested in recent updates on Quant and Algo Trading? Make sure to check out the following articles:
- R is For Finance? Most Definitely – Part One and Part Two – Jeff Ryan shares insights on how the R/Finance Conference started in Chicago and offers his views on R programming and AI.
- Basic Trading Algorithms in Python – PyQuant News demonstrates how to set up the Python environment, acquire and prepare data, calculate technical indicators, and backtest your strategy.
- You’re Probably Backtesting Wrong – Dave Mabe discusses an essential step in the backtesting routine.
- AI Engineering for Quant Finance – PyQuant News explores AI’s potential, challenges, and resources in financial analysis and quantitative finance.
- How to Get a Job in a High-Frequency Trading Firm – Chainika Thakar from QuantInsti provides an overview of job responsibilities at HFT firms and goes through frequently asked questions on this topic.
- ETF Rebalancing and Hedge Fund Front-Running Trades – Quantpedia analyzes ETFs and Hedge Funds relationships in the capital markets.
- Can Skewness Identify Future Outperforming Mutual Funds – Larry Swedroe, contributor for Alpha Architect, reviews the skewness of fund returns and possible ways this could help investors.
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