This is a summary of links featured on Quantocracy on Saturday, 02/26/2022. To see our most recent links, visit the Quant Mashup. Read on readers!
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Beware of Excessive Leverage – Introduction to Kelly and Optimal F [Quantpedia]Most investors focus solely on the profitability of their investment strategy. And, even though having a profitable strategy is important, it is not everything. There are still numerous other things to consider. One of them is the size of the investment. The investment size can increase or decrease the profitability of a strategy, so it is essential to choose it right. The following article is our
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Re: Ukraine [Only VIX]As I am sure all of you know Russia has began a full scale war against my home country Ukraine. Please make no mistake – Putin's goal in not to stop the expansion of NATO, not to install puppet government, and certainly not to bring peace. The goal is genocide of Ukrainian people. When Ukraine was under Russian communist occupation, Russians started off with killing of political leaders,
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Is there any edge in holding stocks overnight? [Rotating Stocks]Holding stocks overnight is when we buy the close and sell the following day on the open. Is there any edge in this approach in comparison to buying the open and selling the close. Today we will check this phenomenon. We will check the performance of the SPY, then we will try to check it on individual stocks. What is holding stocks overnight? There is a common knowledge that the stock market