This is a summary of links featured on Quantocracy on Friday, 01/18/2019. To see our most recent links, visit the Quant Mashup. Read on readers!
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Jack Bogle: The apostle of index investing [Mathematical Investor]Jack Bogle, founder of Vanguard Funds and a life-long apostle of index investing, died on 16 January 2019. Vanguard CEO Tim Buckley summarized his career in these terms: Jack Bogle made an impact on not only the entire investment industry, but more importantly, on the lives of countless individuals saving for their futures or their childrens futures. J.C. de Swaan, lecturer at Princeton
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Buyback Blackout Periods Do Not Negatively Impact Market Performance [Alpha Architect]The October 2018 market correction where the S&P 500 Index fell by 7%, its worst October since 2008,(1) left investors searching for a culprit. Some of the usual suspects were blamed rising geopolitical tensions ahead of the US midterms, the high likelihood of a slowdown in economic and earnings growth after the sugar rush of fiscal stimulus and tighter monetary policy leading to higher
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Compound Your Knowledge: Episode 1 [Alpha Architect]Welcome to the newly re-titled weekly video, Compound Your Knowledge. In todays video, we examine three posts. First, we examine a simple analysis of 2018 Factor portfolio returns. Second, we examine a guest post by Jon Seed examining Warrens put options, and how they are different than most investors put options. Last, we examine a guest post by Tommi, discussing a new Fama and French
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Whither Fragility? Dual Momentum GEM [Dual Momentum]Corey Hoffstein of Newfound Research recently wrote an article called, Fragility Case Study: Dual Momentum GEM. Corey starts out saying my dual momentum approach is the strategy he sees implemented the most among do-it-yourself tactical investors. Corey then said several investors bemoaned that GEM kept them invested in the stock market during the last quarter of 2018. It signaled them out