This is a summary of links recently featured on Quantocracy as of Tuesday, 04/15/2025. To see our most recent links, visit the Quant Mashup. Read on readers!
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Researching trading ideas in Excel [Robot Wealth]In this webinar, James explores a simple seasonality effect and finds that theres more to the story than an upwardly sloping equity curve. Watch the video to see how you can use Excel to explore market phenomena efficiently and gather evidence that you can use to make practical trading decisions. If youd like to master trading research in Excel through case studies like this one, join us for
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97 Years of Death Crosses [Quantifiable Edges]The SPX is going to experience a Death Cross today at the close. Ive written many times in the past about Death Crosses. A Death Cross is when the 50ma crosses below the 200ma. It is confirmation of a downtrend. Some people view it as a bearish signal. As youll see, it is not a great signal. My Norgate data goes back to 1928 for SPX (this includes its predecessor, the S&P 90,
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Weekly Research Recap [Quant Seeker]Time for another round of great investing research. Below is a curated list of last weeks highlights, each linked to the original source for easy access. Appreciate your continued support! If youre finding value in these posts, feel free to like and subscribe if you havent already. Bonds Cross-Asset Trend Spillover: A Novel Factor for Corporate Bond Returns (Fieberg, Liedtke, Schlag, and
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Do Calendar Anomalies Still Work? Evidence and Strategies [Relative Value Arbitrage]nd Strategies Subscribe to newsletter Calendar anomalies in the stock market refer to recurring patterns or anomalies that occur at specific times of the year, month, or week, which cannot be explained by traditional financial theories. These anomalies often defy the efficient market hypothesis and provide opportunities for investors to exploit market inefficiencies. In this post, I will feature