This is a summary of links featured on Quantocracy on Friday, 09/08/2023. To see our most recent links, visit the Quant Mashup. Read on readers!
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Price data from Yahoo Finance in R the Easy Way [Robot Wealth]Traders typically have many ideas for trading strategies more than they can ever implement in practice! Therefore its useful to be able to move quickly in the early research phase. You want to disprove things as quickly as possible so that you can move onto the next thing. Obviously there is immense value in reliable and easy data access. You dont want to be wrangling large data sets
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Stock-bond correlation and its lessons for investors [Alpha Architect]The correlation between stocks and bonds should be a critical component of any asset allocation decision, as it impacts not only the overall risk of a diversified multi-asset class portfolio but also the risk premia one should expect to receive for taking risk in different asset classes. The problem for investors is that the correlation between stocks and bonds fluctuates extensively across time