This is a summary of links featured on Quantocracy on Thursday, 01/03/2019. To see our most recent links, visit the Quant Mashup. Read on readers!
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After A New Year Starts On A Good Note [Quantifiable Edges]Last nights subscriber letter featured (an expanded version of) the following study, which looks at performance in the 1st couple of days following a positive 1st day of a new year. 2019-01-03 The stats and curve all suggest some immediate follow-through has been typical. There have now been 10 winners in a row, with the last loser occurring in 1998. Also notable is that 26 of the 28 instances