This is a summary of links featured on Quantocracy on Saturday, 01/05/2019. To see our most recent links, visit the Quant Mashup. Read on readers!
- Reproducible Finance with R – Book Review [Eran Raviv]Reproducible Finance with R is a clever book, with modern treatment of classical concepts. Here below is what I liked- and disliked about the book. Back when I was practicing Judo, there was a guy in my group who mastered that one exercise (called Uchi Mata). He could go fighting 20 consecutive fights without losing once, flooring all his opponents by doing what he did best. Thats how I think
- New Year s Quant resolutions [Cuemacro]So this is Christmas / And what have you done? / Another year over / And a new one just begun, as John Lennon once sung. Whilst Christmas is a time to reflect on the past year, the New Year is instead a time to look forward. This may involve New Years resolutions, or possibly not. On the personal side, Ive tried to come up with some New Years resolutions and inevitably they resolve around