This is a summary of links featured on Quantocracy on Monday, 04/22/2024. To see our most recent links, visit the Quant Mashup. Read on readers!
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A Re-introduction To Quantitative Investing [Investing For A Living]Its been almost 11 years now since I posted my introduction to quantitative investing. Its kind of hard to believe as Im typing these words. A lot has happened since that summer day in 2013. And a lot has stayed the same. Learning about, implementing, and allocating to this type of investing has been the best investment decision Ive made. This type of algorithmic investing in
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Macroeconomic data and systematic trading strategies [SR SV]While economic information undeniably wields a significant and widespread influence on financial markets, the systematic incorporation of macroeconomic data into trading strategies has thus far been limited. This reflects skepticism towards economic theory and serious data problems, such as revisions, distortions, calendar effects, and, generally, the lack of point-in-time formats. However, the
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Quality versus Low Volatility ETFs [Finominal]Quality and low volatility stocks provide substantially different exposures Neither has outperformed the stock market, but both were less volatile Low volatility stocks have done poorly in recent years INTRODUCTION If you believe that the economy is entering a recession and can only invest in equities, what stocks should you select? Well, first we should probably acknowledge that we are terrible