This is a summary of links featured on Quantocracy on Wednesday, 04/06/2016. To see our most recent links, visit the Quant Mashup. Read on readers!
-
Update on the Valuation Metric Horserace: 2011-2015 [Alpha Architect]Jack and I published, Analyzing Valuation Measures: A Performance Horse-Race Over the Past 40 Years, in the 2012 Journal of Portfolio Management. horse race Here is a summary of the research paper on our own blog. The paper asked a simple question: Which valuation metric has historically performed the best? Here were the participants in this horse-race: Earnings to Market
-
Outliers: Looking For A Needle In A Haystack [Quant Dare]Outliers are annoying. The analysis would be easier if they did not exit. Then, why not to remove them? As libesa told us in her last post titled Machine Learning: A Brief Breakdown, world is going crazy with Machine Learning and now we use it in all domains. In this post, we will see another application of Machine Learning. In Data Science we work with a great deal of data, but not all of