This is a summary of links featured on Quantocracy on Thursday, 03/29/2018. To see our most recent links, visit the Quant Mashup. Read on readers!
Trading rules that keep you trading [Alvarez Quant Trading]I have written the difficulty in trading and testing short strategies. I had stopped trading my short strategy because it was too hard to trade psychologically for me. About nine months ago, I revisited my short strategy to see how it had been doing since I stopped and of course it has been doing just fine even during these very bullish times. As strategy developers we often add rules to improve
Holy Bullish Thursday!! [Quantifiable Edges]Stock market performance leading up to and around many holidays has often been bullish. This is something I have written about several times over the years. Holy Thursday is one such day that has done quite well. I have shown Holy Thursday stats a few times in the past. The chart and statistics below are all updated through last year. 2018-03-28 Despite the last 2 years losing some ground, the
Newfound 2018 March Madness: Final Four Update [Flirting with Models]We outlined the full set of rules for the Newfound 2018 March Madness Brackets here. After two more rounds, we are down to the Final Four in our Newfound 2018 March Madness Bracket Challenge, and while the right hand side of the bracket looks predictable with two number 1 seeds facing off (Kansas and the current tournament favorite, Villanova) the left hand side has 11 seed Loyola facing off