This is a summary of links featured on Quantocracy on Wednesday, 03/01/2023. To see our most recent links, visit the Quant Mashup. Read on readers!
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I got more than 99 instruments in my portfolio but butter ain’t one of them [Investment Idiocy]As those of you who follow me on the Elon Musk Daily News App will know, I received physical copies of my new book last week (exciting!). Global supply chains being what they are, you lot will have to wait until April to get your copies. Sorry. Anyway one of the themes I touch on in the book is the truely amazing diversification that trend following strategies offer when run across multiple
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International diversification – does it work (when you need it)? [Alpha Architect]In this article, the authors examine the research on the benefits of international diversification. Some argue that because equity markets generally crash simultaneously, there are no benefits to having equity diversification. The evidence from this paper rejects this hypothesis. Diversification During Hard Times Najah Attig and Oumar Sy Financial Analyst Journal, 2023 A version of this paper can