This is a summary of links featured on Quantocracy on Friday, 04/03/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
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Portfolio Optimization for Efficient Stock Portfolios [Invest Resolve]Its time to rethink passive stock investing. While capitalization weighted U.S. stock indices have delivered good performance over the past decade and the long-term, many investors dont realize that they can achieve similar returns with much less risk by employing risk-efficient portfolio construction. Risk-efficient portfolios avoid active stock picking and instead focus on achieving
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Managing Expectations: Comparing S&P 500 s Deepest Drawdowns [Capital Spectator]In a previous post, I simulated S&P 500 drawdowns for perspective on what the current market correction may dispense in the weeks and months ahead. Lets supplement that analysis by visually comparing the current and ongoing peak-to-market decline with the ten deepest drawdowns since 1950. History doesnt repeat, at least not exactly when it comes to stock market trends. But you can still