This is a summary of links featured on Quantocracy on Sunday, 02/18/2018. To see our most recent links, visit the Quant Mashup. Read on readers!
Sunday Marks the Quantifiable Edges Subscriber Letter s 10th Anniversary [Quantifiable Edges]Sunday Feb 18th marks the 10th anniversary of the Quantifiable Edges Subscriber Letter. I can hardly believe I have been writing it for 10 years, but it is true. A few highlights and anecdotes from the last 10 years When the letter began, there was not even a website just a blogspot blog and a Paypal button. My 1st subscriber was Mr. Norwood. I remember distinctly, because my wife
A Closer Look At The Links For Stocks, Interest Rates, And Inflation [Capital Spectator]Does history offer a reason to be cautious on the outlook for stocks if inflation and interest rates are rising? Yes, sort of, according to a New York Times article published on Thursday. Hedging just a bit, the Times piece relates that its long been a truism that higher inflation and its close cousin, higher interest rates, are deadly for stock prices. But in the wake of this months
Spx Low Vol Streak, Update [Voodoo Markets]Spx had a rather long streak of low volatility. There is no predictive value or signal here, i just wanted to eyeball & visualize how long the low vol streak lasted and how it compared to other low vol streaks. Here are all the Spx low vol streaks (close to close change > +/-1%) that lasted more than 42 days, since the 50s