Quant Mashup - Grzegorz Link Dual Momentum & Global Growth Cycle Enhanced [Grzegorz Link]The Dual Momentum approach, formalized in Gary Antonacci's 2012 paper[1] and later popularized in his book,[2] is a surprisingly simple yet potent tactical asset allocation strategy. It builds on the fact that assets experience both absolute [time series] momentum, as well as relative(...) Data Visualization - the Momentum Map [Grzegorz Link]Dealing with multidimensional data in data visualization is tricky. You have to strike a balance between presenting a lot of useful information, but not cluttering charts too much. There are a lot of flashy and glimmery chart options. Yet it's easy to lose your audience by flooding them with(...) Spearman's rank correlation of technical indicators [Grzegorz Link]RSI, MACD, Stochastic, ROC, CCI, %b - technical indicators come in many shapes and sizes.[1] Their names suggest something very technical at play. Maybe even scientific. Yet, they are a polarizing tool. They generate strong, opposing opinions. Some traders value them with near religious zeal, while(...) A Couple of New Interesting Developments Concerning the Global Growth Cycle Strategy [Grzegorz Link]A couple of new and interesting developments concerning the Global Growth Cycle strategy are available: - first of all, what I've called an important test of the strategy from 2021/22 apparently went well. The ensuing bear market of 2022 has been largely avoided by positioning per the GGC. The(...) The Yield Game [Grzegorz Link]Asset managers are often fixated on predicting the best performing asset in the near future – be that a month ahead, six months, a year or two. Of course, it would be great to know what will appreciate in price the most (and subsequently – what to invest in right now), but all we can do is(...) An Important Test for the Global Growth Cycle [Grzegorz Link]Whatever kind of strategy you're employing as an investor, an invaluable tool for determining it's usefulness is testing. Not simply backtesting on historical data or stress testing on synthetic data – that's the easy part. The fun and playful part. A much more important test comes(...) Global Growth Cycle: Identifying Economic Turning Points, a Market Timing Strategy [Grzegorz Link]Fluctuations of economic growth are observed throughout multiple measures of business activity and among countries. Due to their synchronized manner, they are often referred to as business cycles.[1] The problem with this designation is a lack of strict periodicity – as we'll see below, the(...) A Decade of Cryptocurrencies [Grzegorz Link]It has been almost 11 years since the first official Bitcoin trades in July of 2010. It's price has experienced quite a run. Although controversial, cryptocurrencies have firmly taken hold of the current investing landscape, won hearts and minds of groups of investors, suggesting they are here(...) A Comparison of Stock Market Performance Among Countries [Grzegorz Link]The performance of stock market indices varies between different countries. Market-to-market and stock-to-stock correlations tend to get high during downturns[5], but differ considerably during other, more peaceful market environments. MSCI, a financial market data company, offers great quality data(...) Sentiment analysis: ifo business climate data [Grzegorz Link]Sentiment analysis is one of the investing tools I'm most fond of. There are multiple ways of measuring sentiment: from basic investor surveys to advanced text mining techniques, but one of the most robust and long-term datasets is ifo Institute's business climate sentiment polls.[4](...)