This is a summary of links featured on Quantocracy on Monday, 03/28/2022. To see our most recent links, visit the Quant Mashup. Read on readers!
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Which Articles Should You Read on SeekingAlpha.com? [Alpha Architect]One of the most established tenets in social psychology science states, When considering what content to share in their social interactions, people primarily contemplate what impressions their sharing could create among receivers and whether those impressions are consistent with who they are or desire to be. ( mainly they want to be liked and seen as competent). It is defined in scientific
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Building a Diversified Portfolio for the Long-Term [Factor Research]Most diversifying strategies fail to provide diversification benefits when most needed We build a diversified portfolio via trend, multi-factor, and long volatility An equal-weighted approach to asset allocation is not worse than more complex approaches INTRODUCTION At FactorResearch, we have published more than 200 research articles on investing, which included diverse topics ranging from
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Positive $SPX Seasonality After the 4th Friday in March [Quantifiable Edges]There are some bullish forces kicking in the next few weeks. For one, the week after the 4th Friday in March has been a strong one over the last 24 years. (Not as much before that.) We can see this in the study below, which I showed in this weekends subscriber letter. Positive SPX seasonality after 4th Friday in March That is an encouraging looking curve and bullish stats. Traders may want to