{"id":215534,"date":"2024-11-25T13:04:44","date_gmt":"2024-11-25T18:04:44","guid":{"rendered":"https:\/\/ibkrcampus.com\/campus\/?p=215534"},"modified":"2024-11-25T13:11:37","modified_gmt":"2024-11-25T18:11:37","slug":"november-2024-highlights-from-the-ibkr-quant-blog","status":"publish","type":"post","link":"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/november-2024-highlights-from-the-ibkr-quant-blog\/","title":{"rendered":"November 2024 Highlights from the IBKR Quant Blog"},"content":{"rendered":"\n<p>If you&#8217;re interested in Quantitative and Algorithmic Trading, you might want to check out these articles.<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/estimize-part-one-the-wisdom-of-crowdsourcing\/\">Estimize Part One: The Wisdom of Crowdsourcing<\/a> &#8211; Vinesh Jha, CEO of Estimize, shares insights on using  crowdsourcing as a framework for generating earnings estimates.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/genetic-algorithms-for-trading-in-python\/\">Genetic Algorithms for Trading in Python<\/a> &#8211; PyQuant News reviews the essential elements of genetic algorithms and provides a step-by-step implementation guide in Python.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/market-making-for-beginners\/\">Market Making for Beginners<\/a> &#8211; Kris Longmore from Robot Wealth explains the fundamental concepts of market making.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/rethinking-asset-growth-in-asset-pricing-models\/\">Rethinking Asset Growth in Asset Pricing Models<\/a> &#8211; Tommi Johnsen, Ph.D., explores recent research on asset growth within empirical asset pricing models. Find the details in this story from Alpha Architect blog.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/a-time-varying-parameter-vector-autoregression-model-with-stochastic-volatility-part-i\/\">A Time-Varying-Parameter Vector Autoregression Model with Stochastic Volatility \u2013 Part I<\/a> &#8211; Jos\u00e9 Carlos Gonz\u00e1les Tanaka, QuantInsti blog, demonstrates the basic VAR and TVP-VAR-SV models.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/r-a-simple-replication-of-cointegration-test-results\/\">R: A Simple Replication of Cointegration Test Results<\/a> &#8211; SHLee AI Financial Model illustrates the use of the R urca package to replicate the results of the Johansen cointegration test.<\/li>\n\n\n\n<li><a href=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/train-test-split-and-cross-validation-a-python-tutorial\/\">Train\/Test Split and Cross Validation \u2013 A Python Tutorial<\/a> &#8211; Greg Bland, AlgoTrading101 blog, discusses the concepts of a training set, a validation set, and a test set, explaining why we need to split our data.<\/li>\n<\/ul>\n","protected":false},"excerpt":{"rendered":"<p>If you\u2019re interested in Quantitative and Algorithmic Trading, you might want to check out these 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