This is a summary of links featured on Quantocracy on Friday, 03/26/2021. To see our most recent links, visit the Quant Mashup. Read on readers!
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More on the Factor Investing Replication Debate [Alpha Architect]There has been a wave of articles (and press) suggesting that academic research suffers from a replication crisis. A replication crisis simply means that other researchers are unable to replicate the results from prior research using similar experimental conditions. Psychology seems to be the field that has received the most scrutiny, but financial economics has also received criticism.
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New Feature: Optimized Model Portfolios [Allocate Smartly]We track more than 60 Tactical Asset Allocation strategies. Members can combine those strategies into what we call Model Portfolios. Combining strategies in this way reduces the risk of any single strategy going off the rails and helps to provide smoother, more consistent investment returns. But deciding which strategies to trade in your Model Portfolio and how much to allocate to each can
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Democratize Quant Conference Recap and Materials [Alpha Architect]COVID is killing conference mojo overall, but we were able to host a short and sweet Democratize Quant conference this morning. The speakers were terrific and I personally learned a lot from them. This post is a recap of what we heard and some resources we can make available to the public. Session 1: State of the Asset Management Industry (with a focus on the ETF aspect) We started the day