This is a summary of links featured on Quantocracy on Thursday, 02/09/2023. To see our most recent links, visit the Quant Mashup. Read on readers!
-
Equities, Bonds and maximising CAGR [Investment Idiocy]Lots of things have changed in the last year. Many unthinkable things are now thinkable. A war in Europe. The UK coming 2nd in the Eurovision song contest rather than the usual dismal 'null points'. And of course, the correlation of stocks and bonds has recently gone more positive than it has been for over 20 years: Rolling 12 month correlation of weekly returns for S&P 500 equity