Awesome resources from Cantab

D Le Viet
D Le Viet
Jul 28, 2017 · 1 min read

“ The rules of thumb of systematic modelling is that if one can’t generate profits with relatively simple models then more sophisticated models which do generate profits should be treated with extra scepticism” -Ewan Kirk

TREND AND CARRY EVERYWHERE https://www.cantabcapital.com/we-think/trend-is-not-your-only-friend

THE ART OF BACKTESTING: https://www.cantabcapital.com/we-think/the-art-of-backtesting

DOES MY TAIL LOOK FAT IN THIS https://www.cantabcapital.com/we-think/does-my-tail-look-fat-in-this-1

https://www.cantabcapital.com/we-think/does-my-tail-look-fat-in-this-part-2

Two benchmarks for momentum trading https://cib.societegenerale.com/fileadmin/indices_feeds/Two_Benchmarks_for_Momentum_Trading.pdf

Improvements in the Newedge Trend Indicator https://cib.societegenerale.com/fileadmin/indices_feeds/Improvements_to_the_Trend_Indicator.pdf

Momentum Crashes http://www.sciencedirect.com/science/article/pii/S0304405X16301490

zungybungy

Python, C++, Futures. These views be mine.

    D Le Viet

    Written by

    D Le Viet

    Python, C++, Futures. These views be mine.

    zungybungy

    Python, C++, Futures. These views be mine.

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