This is a summary of links featured on Quantocracy on Tuesday, 02/23/2021. To see our most recent links, visit the Quant Mashup. Read on readers!
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Accelerate Design of Multi-Factor Multi-Asset Models with Quantpedia Pro [Quantpedia]We hinted in the past few blogs that we were preparing a small surprise. And now its time to unveil what we have been cooking during the previous several months. Quantpedias main mission is to help with the discovery of new ideas for systematic trading strategies. Our users can quickly identify the most promising quant research papers for studying. However, once a handful of Quantpedia ideas
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3 ways traders kill trading strategies w/ Rob Carver of @InvestingIdiocy [Better System Trader]Ever built an angelic trading strategy that performed heavenly in a backtest, only to find its a devil in live trading? Well there are some very specific sins traders make when building trading strategies that destine them (the strategies that is) to a miserable life of soul-sucking underperformance, endless torment and an untimely death. Nobody wants to see their strategies suffer
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How useful are Moving Averages – Backtest Results [Milton FMR]How can we know if moving averages are effective? Can a moving average tell us whether a trend will continue or not? Is the golden cross really useful in predicting trend reversals? What about predicting bear markets with a moving average crossover? First of we start by defining what a moving average is and what it is used for. Basically, it is a statistic that captures the average change in a
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The Risk and Returns to Private Debt Investments [Alpha Architect]The subject of private debt and its associated performance characteristics has not been covered sufficiently in the academic literature. Relatively few research articles have attempted to characterize the returns and risk on the types of private debt strategies available to investors. This is true, in spite of the position private debt holds as the dominant source of capital for private firms in