This is a summary of links featured on Quantocracy on Wednesday, 11/14/2018. To see our most recent links, visit the Quant Mashup. Read on readers!
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The History of Russell 2000 Death Crosses & SPX Performance Following Them [Quantifiable Edges]I have seen a fair amount of hubbub about the Russell Death Cross that is happening today and the potential bearish implications for the market. A Death Cross is a catchy (though perhaps not terribly accurate) term for when the 50-day moving average of a security cross below its 200-day moving average. It is being promoted as a warning of a potential bear market. Of course all bear