This is a summary of links featured on Quantocracy on Saturday, 03/07/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
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The Secret to Shorting Stocks [Black Arbs]Misinformation is everywhere. Many people believe the key to successful short selling is simply the inversion of a successful long strategy. I also used to believe this, among other short selling myths before I took the Short Selling Course by Laurent Bernut ( This article will demonstrate the impact, just one of the revealed secrets to short selling, can have on your algorithmic strategy
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Lagged correlation between asset prices [SR SV]Efficient market theory assumes that all market prices incorporate all information at the same time. Realistically, different market segments focus on different news flows, depending on the nature of the traded security and their research capacity. Such specialization makes it plausible that lagged correlations arise between securities prices, even though their specifics may change overtime.