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Best Quant Websites
There can be an overwhelming amount of information as you start your journey in learning about Quant trading. I have created a list of some of the best quant websites, sorted by categories, that I think would be useful for any reader wanting to delve into the space. Educational Resources and Tutorials: Quantitative Trading and…
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Talen Energy Tender Offer (TLNE)
It looks like there is another in-the-money tender offer opportunity for those who play at the smaller end of the market. Talen Energy has a public offer on the cards with a price range of $116 to $122. However like most tender offers, it has odd lot priority which result in almost guaranteed takeout for…
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How to calculate XIRR in Python?
There are situations where you want to find the IRR of the strategy for a given timeframe. The most efficient method is equivalent to the Excel XIRR calc, and the code outlined below replicates it in Python. Is there an XIRR module? The easiest way to calculate XIRR is to use the XIRR module. But…
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How to use consolidators in Quantconnect
Quantconnect provides several ways for the user to consolidate data into various timeframes. We have put together a simple explanation of how to use consolidators and the key process to streamline building them into the algo. What is a data consolidator? Consolidators are used to combine or “consolidate” data from higher resolutions down into lower…
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Best Quant Books
When you start out as a Quant, it can feel like there is a never ending learning treadmill. There are so many areas, from coding to market structure to investing principles and pricing models, you have to learn that it never seems to end. I put together the following list of the best Quant books…
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Cross Validation
What is Cross Validation? Cross validation is a statistical method used to evaluate the performance of a model or algorithm in quant trading, as well as in other fields such as machine learning and data science. It can be used to test or train how well a model generalizes to unseen data by dividing the…