This is a summary of links featured on Quantocracy on Tuesday, 03/22/2016. To see our most recent links, visit the Quant Mashup. Read on readers!
-
Why Investors Should Combine Value and Momentum [Alpha Architect]In the past we have discussed how to combine value and momentum strategies to improve an equity allocation. In this piece we discuss why an investor should combine use value and momentum.* Many investors recognize that stand-alone value and momentum strategies have historically worked. Of course, these strategies don't work all the time and can have long streaks of terrible performance. But
-
The More Unique Your Portfolio, The Greater Its Potential [Investor’s Field Guide]If there is a lot of overlap between your portfolio and the market, there is only so much alpha you can earn. This is obvious. Still, when you visualize this potential it sends a powerful message. Active sharethe preferred measure of how different a portfolio is from its benchmarkis not a predictor of future performance, but it is a good indicator of any strategys potential excess return.