This is a summary of links featured on Quantocracy on Tuesday, 02/09/2021. To see our most recent links, visit the Quant Mashup. Read on readers!
Trading with the ISEE Sentiment Index? [Qusma]The ISEE sentiment index is the ratio of opening long call options to opening long short options. The idea is that the greater the ratio of calls, the more bullish the sentiment, and that this is a more reliable indicator (compared to other sentiment indices) because its based on actual trades as opposed to surveys. Compared to the AAII sentiment numbers it also has the enormous advantage of
Will the Real Value Factor Funds Please Stand Up? [Alpha Architect]If youre a value investor who has determined that you have better things to do with your time, at some point you may have decided to outsource the investment task to a fund manager. And if you read our blog (especially this post) youre probably looking to oursource to a systematic process versus a discretionary one. The first step in your due diligence process is easy: ask your smart friends