This is a summary of links featured on Quantocracy on Thursday, 01/23/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
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The Hidden Risk FIRE Investors Miss [Movement Capital]The financial independence, retire early (FIRE) movement has gained a lot of traction. We retired at 30 headlines get clicks and have made people question the typical retirement timetable: A main goal for those pursuing FIRE is to reach a portfolio balance that can reasonably fund their retirement. This is found by dividing estimated expenses by an initial withdrawal rate that (hopefully)
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Visualization Sector Trends with R Code [Alpha Architect]Welcome to a year-end installment of Reproducible Finance with R, a series posts that will be a little bit different from the norm on Alpha Architect (see here for my last post). We will search for and hopefully unearth some interesting market conditions, but well primarily focus on the code that we use for telling stories with data. Todays project is to visualize market sector
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Pre-Election Drift in the Stock Market [Quantpedia]There are many calendar / seasonal anomalies by which we can enhance our overall investment strategy. One of the least frequent but still very interesting anomalies is for sure the Pre-Election Drift in the stock market in the United States. This year is the election year, and public discussion is getting more heated. The current president of the United States and candidate for re-election, Donald
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Correlations Profile | Major Asset Classes | 23 January 2020 [Capital Spectator]Return correlations for the major asset classes have edged down in recent years, which implies that diversification opportunities have increased, if only marginally. The correlation readings are only modestly softer overall and for several asset class pairings its fair to say that nothing much has changed. But reviewing all the key slices of global markets by way of pairwise return correlations