The best links for the month of July, as voted by our readers:
- P/E “Attention” Strategies Earn Monthly Excess Return of 1% [Alpha Architect]
- Back to Fundamentals [Dual Momentum]
- New Paper from Markowitz: Introducing the Gerber Statistic [Flirting with Models]
- Video: James Simons – Numberphile [YouTube]
- All Strategies Blow Up [GestaltU]
- Value and Momentum are Highly Correlated [Dual Momentum]
- VIX Trading Strategies in June [Volatility Made Simple]
- The Origins of Momentum [Quants Portal]
- Backtesting in Excel: Adding position sizing [Quants Portal]
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Read on Readers!
Mike @ Quantocracy