This is a summary of links featured on Quantocracy on Monday, 01/18/2021. To see our most recent links, visit the Quant Mashup. Read on readers!
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Oh, Quality, Where Art Thou? [Factor Research]Quality and quality income ETFs have underperformed the S&P 500 since 2005 The most recent underperformance is explained by an underweight to technology stocks However, more importantly, quality ETFs have not reduced drawdowns during stock market crashes INTRODUCTION Investing is never easy, but it is sometimes easier. Buying US government bonds at 10%+ yields when inflation was steadily
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Statistics of Point&Figure Charts [Philipp Kahler]Point&Figure charts have been around for more than a 100 years and they are still quite popular, especially with commodities and forex traders. This article will do some statistical analysis of the most basic Point&Figure signal. Point&Figure Charts price movements only Unless bar and candlestick charts, which draw a price marker every day, Point&Figure charts are only updated
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Historical Returns for Newly Elected Presidents [Quantifiable Edges]Back in the 1/20/2009 blog I looked at inauguration day returns. I wondered at the time whether a new president brought about new hope and optimism for the market. I have decided to update that study today. I limited the instances to only those inaugurations where a new president was entering office. I dont think re-elections carry a sense of new hope the way a new president does. I also