This is a summary of links featured on Quantocracy on Saturday, 02/03/2018. To see our most recent links, visit the Quant Mashup. Read on readers!
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What to Expect from TAA When Markets Fall [Allocate Smartly]Markets have started the month weak. We got spoiled last year. After such an abnormally long period of market calm, its natural for investors to feel a little anxious. We have no opinion on where the markets go from here. Thats why were quantitative traders. We put a lot of time into understanding these models so that we have signposts to follow during periods of market turmoil. What we
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Can Momentum Investing Be Saved? [Quantpedia]On paper, momentum is one of the most compelling factors: simulated portfolios based on momentum add remarkable value, in most time periods and in most asset classes, all over the world. So, our title may seem unduly provocative. However, live results for mutual funds that take on a momentum factor loading are surprisingly weak. No US-benchmarked mutual fund with momentum in its name has