This is a summary of links featured on Quantocracy on Tuesday, 02/18/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
Diversification with Portable Beta [Flirting with Models]A long/flat tactical equity strategy with a portable beta bond overlay a tactical 90/60 portfolio has many moving parts that can make attribution and analysis difficult. By decomposing the strategy into its passive holdings (a 50/50 stock/bond portfolio and U.S. Treasury futures) and active long/short overlays (trend equity, bond carry, bond momentum, and bond value), we can explore the
Essential Mathematical Concepts for Algorithmic Trading [Quant Insti]If you have landed on this article, one thing is for sure, that you aim to learn algorithmic trading from the mathematical point of view. Before starting the mathematical concepts of algorithmic trading, let us understand how imperative is maths in trading. And before that, let us take a look at two important components of the same, which is a Trader and a Quant/Quantitative Analyst. Who is a
Venture Capital: Worth Venturing Into? [Factor Research]Venture capital returns are likely to be overstated Top-performing VC funds generated attractive returns, but are difficult to access Average venture capital returns can be replicated efficiently with public equities WINNERS & LOSERS The further the global financial crisis retreats into history, the clearer the winners and losers become. Insurance companies, banks, pension funds, savers, and