This is a summary of links featured on Quantocracy on Wednesday, 01/24/2024. To see our most recent links, visit the Quant Mashup. Read on readers!
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Mean Reversion vs Trend Following Through the Years [Alvarez Quant Trading]Something I am always thinking about is how the markets are behaving now vs the past few years vs several years ago. My edge on the strategies I trade depends on two main ideas. One, current market behavior is similar to what I tested on which is normally the last 5-10 years. Two, not too many others have found the same edge. Unfortunately for (2), more and more people are trading quant style and