This is a summary of links featured on Quantocracy on Friday, 02/18/2022. To see our most recent links, visit the Quant Mashup. Read on readers!
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Are There Seasonal Intraday or Overnight Anomalies in Bitcoin? [Quantpedia]At Quantpedia, we love seasonality effects, and our screener includes several strategies that exploit them. These anomalies are fascinating since they usually offer a favorable risk and reward ratio and are commonly invested only during short periods. Frequently, these strategies are valuable additions to portfolios because they are not that sensitive to overall market performance. This short
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Factor Investing: Is a Human Capital Factor on the Horizon? [Alpha Architect]From 1991 to 2018, capital expenditures as a percentage of total sales remained relatively flat, at about 10 percent. On the other hand, personnel expenses almost doubled during that time. In fact, by 2018 personnel expenses (the costs for hiring, wages, salaries, and bonuses; social security and insurance costs; costs for employee training and development; perquisites like catering and workwear;