This is a summary of links featured on Quantocracy on Thursday, 04/14/2022. To see our most recent links, visit the Quant Mashup. Read on readers!
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Trading and investing performance: year eight [Investment Idiocy]Eight years! Wow. In late 2013 I walked out of an office for the last time where I had been working for AHL, a large systematic futures trading fund. A few months later, in April 2014, I had my own very small systematic futures trading account, and I started doing these performance reviews. And this is my eighth review. Double wow! As usual these cover the UK tax year, in this case from April 6th
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Bond Investing in Inflationary Times [Alpha Architect]As the chief research officer of Buckingham Strategic Partners, the issue I am being asked to address most often is about fixed income strategies when yields are at historically low levels and inflation risk is heightened due to the unprecedented increase in money creation (through quantitative easing), the extraordinary expansionary fiscal spending around the globe, and the war in Ukraine driving
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Never Sell in May! [Financial Hacker]Sell in May and go away is an old stock traders wisdom. But in his TASC May 2022 article, Markos Katsanos examined that rule in detail and found that it should rather be Sell in August and buy back in October. Can trading be really this easy? Lets have a look at the simple seasonal trading rule and a far more complex application of it. The trading algorithm Sell in August and