This is a summary of links featured on Quantocracy on Saturday, 01/07/2023. To see our most recent links, visit the Quant Mashup. Read on readers!
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Slava Ukraini! Latest from Quantocracy contributor in Ukraine [Only VIX]Russias economy was already in decline before the WW1 began, and its involvement in the conflict only exacerbated the situation. By 1917, russia was on the verge of collapse, with widespread poverty and a deep political divides. In March Tsar Nicholas II was forced to abdicate, and a provisional government was formed in his place. In 1918 bolsheviks signed a peace treating withdrawing from WW1
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Defining Market Cycles Out of Sample [Quantpedia]We have already published a few articles about how the different market cycles affect the performance of your portfolio and performance of market factors. So far, these states of the market were identified in-sample, with the benefit of hindsight. The full methodology of how we defined bull/ bear market, low/ high inflation, and rising/ falling interest rates is described in this article. Today,