This is a summary of links featured on Quantocracy on Monday, 11/21/2016. To see our most recent links, visit the Quant Mashup. Read on readers!
Podcast: You Don t Know How Wrong You Are w/ @TheStreetQuant [Chat With Traders]The worst case in finance is when you think youre right, but youre actually wrong. This can be especially dangerous when youve used some methodology or statistics to justify a decision, but are unaware of all the subtle biases that can cause false results. In this episode well cover many of the ways that you can be wrong without knowing it in trading and finance. Sponsored by DataCamp:
How to Not Ditch Your Investment Plan [Flirting with Models]A well-designed investment plan is an important part of achieving investment objectives, but even the best investment plan is useless if you cannot stick to it. Rolling relative performance can give context to the size of short-term portfolio fluctuations while looking at risk exposures can give context to the timing of these fluctuations. Using our Multi-Asset Income strategys holdings as of
Thanksgiving Week Edges [Quantifiable Edges]The time around Thanksgiving has shown some strong tendencies over the years both bullish and bearish. In the table below I show SPX performance results based on the day of the week around Thanksgiving. The bottom row is the Monday of Thanksgiving week. The top row is the Monday after Thanksgiving.