This is a summary of links featured on Quantocracy on Monday, 01/24/2022. To see our most recent links, visit the Quant Mashup. Read on readers!
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Tactical Asset Allocation During Bear Markets and Major Pullbacks [Allocate Smartly]One of the primary benefits of Tactical Asset Allocation (TAA) is the ability to manage losses during major market declines. TAA does that by reducing allocation to risk asset classes like stocks and real estate, and increasing allocation to defensive assets like bonds and gold. In this post, we test how the 60+ TAA strategies we track would have fared through the 10 most significant market
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How to Build the Best Quant Team in the World [Hudson and Thames]Building on our last article regarding best practices for quantitative finance research groups, this article asks the question: What is the best setup and culture for a quant team? This question may have different answers depending on who you ask. Fortunately, there are some glimpses and statements from the top quantitative research groups that afford us a window into their work environment behind
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Myth-Busting: ETFs Are Eating the World [Factor Research]ETFs are a negligible owner of US stocks Primary and secondary ETF trading has not grown quicker than total stock trading The impact of ETFs on stocks is less strong than frequently suggested INTRODUCTION Software is eating the world. The venture capitalist Marc Andreessen wrote these words back in 2011. From todays perspective, with companies like Alphabet, Microsoft, and Meta dominating