Aaroncgw (@Aaroncgw) profile picture
Chicago
Joined February 2011
Is The US Stock Market Overvalued? Depends on which Model You ask - alphaarchitect.com/?p=35934 RT to share the knowledge!
Sector trading using the 200-day moving average – Part 2 alvarezquanttrading.com/2017… via @AlvarezQuant
Most HFT firms operate on equities or futures? Why not FX? by Alex Weisenbach quora.com/Most-HFT-firms-ope…
Could algorithmic trading take over traditional trading? by @RishiPSingh quora.com/Could-algorithmic-…
Why do hedge funds hire so many Physics PhDs? by Joseph Wang quora.com/Why-do-hedge-funds…
How much math does a professional trader actually need in the day-to-day work in a prop trading firm or… by Rub Jero quora.com/How-much-math-does…
#RForTraders Great online courses for learning R goo.gl/fb/rDmXJz
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Barclays: We're About to Enter a New Stock Market Regime finance.yahoo.com/news/barcl… via @YahooFinance
Risk Parity: Nice idea, awkward reality | Magazine | IPE ipe.com/risk-parity-nice-ide…
Using Factor Momentum to Optimize GTAA Portfolios qusma.com/2012/11/12/using-f…
Tactical Alpha: Theory & Practice (Pt. I) – Fundamental Law of Active Management gestaltu.com/2015/10/tactica…
How to make proper equity simulations on a budget – Part 1 Data followingthetrend.com/2015/1… via @clenow
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Returns clustering with K-means algorithm wp.me/p4js3T-rL via @quantdare
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Value Investing: The Pain Train has Arrived and it Sucks. blog.alphaarchitect.com/2015…
Absolute Strength Momentum Investing Strategy blog.alphaarchitect.com/2015…
Momentum & Value in Quantopian - Relative Value - Quantitative Investing Down Under relativevalue.com.au/1/post/…
Daily Academic Alpha: Momentum Investing and Asset Allocation blog.alphaarchitect.com/2015…
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Swedroe: More Factors Don’t Always Help shar.es/1u4NVa via @sharethis
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