This is a summary of links featured on Quantocracy on Friday, 04/07/2023. To see our most recent links, visit the Quant Mashup. Read on readers!
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Combining Reversals with Time-Series Momentum Strategies [Alpha Architect]The empirical evidence from studies such as the 2017 paper A Century of Evidence on Trend-Following Investing and the 2020 paper Time Series Momentum in the US Stock Market: Empirical Evidence and Theoretical Analysis has found that time-series momentum (TSMOM) has demonstrated above-average excess returns in stocks, bonds, commodities, and currencies. Also called trend momentum or
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Wes Discusses Value Investing Foundations with Isaiah Douglass [Alpha Architect]Here is a link to our recent chat with Isaiah Douglass and Josh Bennett. An overview of the conversation is below: On this weeks episode, Isaiah is joined by expert Dr. Wesley Gray, CEO of Alpha Architect, to discuss the concepts of value