Here’s a round-up of our new articles this week. They cover crash protection, sloppy, noisy regressions, and data-munging skills.
Finding Options for Effective Crash Protection
Large capital losses can be devastating to your trading account.
A couple of weeks ago, we explained how you can use SPY put options to protect your portfolio against severe market downside.
If you’re prepared to take on a little more sloppiness, there are often cheaper approaches available…
Data manipulation skills are crucial to efficient quant trading. In the following posts, Ajet, Kris and I explain some of the skills you need to work with modern financial datasets.
It’s important not to use data from the future to analyse the past. Rolling and expanding windows are essential tools to help “walk your data forward” to avoid these issues.
When you’re working with large universes of stock data then you’ll come across a lot of challenges. This article explains a trick to help deal with missing stock data.
The kind of stuff that makes money tends to involve looking for edge in across massive data sets. You can’t work with data this size on your laptop. Here’s how to start thinking about chunking it down.
Have a wonderful weekend y’all…