This is a summary of links featured on Quantocracy on Tuesday, 01/09/2018. To see our most recent links, visit the Quant Mashup. Read on readers!
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Big Data and Machine Learning Conference in London [Raven Pack]On the back of our recent event in New York, we are bringing the big data & machine learning revolution to London this April 24th. Register to receive updates on the agenda! Register Now The London Revolution More than 750 finance professionals registered to attend the New York Revolution but we could only accommodate one third at the conference venue. Now in London, you have the opportunity
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R/Finance 2018: Call for Papers [Foss Trading]The tenth annual R/Finance conference for applied finance using R will be held June 1 and 2, 2018 in Chicago, IL, USA at the University of Illinois at Chicago. The conference will cover topics including portfolio management, time series analysis, advanced risk tools, high-performance computing, market microstructure, and econometrics. All will be discussed within the context of using R as a
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The Value Effect and Macroeconomic Risk [Alpha Architect]It has been well-documented that value stocks have provided higher expected returns than growth stocks. However, there is a great debate about the source of that premium: Is it risk-based or is it related to behavioral errors that create persistent mispricings? There are many papers presenting arguments on both sides. Hence the debate. Cathy Xuying Cao, Chongyang Chen and Vinay Datar contribute to
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State of Trend Following in December [Au Tra Sy]Near-perfect neutral month for the State of Trend Following index to close the year just in negative double-digit territory. 2017 was not the best year for the strategy. Lets see what 2018 has in store. Happy new year to all readers and best wishes for profitable trading. Please check below for more details. Detailed Results The figures for the month are: December return: 0.04% YTD return:
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Yes, Departing Outside Directors Are Aware of Fraud Before They Resign [Alpha Architect]What are the research questions? Is the rate of turnover for outside directors unusually high either before fraud is discovered by the firm, or during its commission? Are there regularities in the characteristics of outside directors who depart during the period in which the financial fraud is committed? Are there regularities in board governance variables related to the turnover of outside