This is a summary of links featured on Quantocracy on Saturday, 05/06/2023. To see our most recent links, visit the Quant Mashup. Read on readers!
-
Trading and investing performance year nine – part 2: Futures trading [Investment Idiocy]Here is part two of my annual review. Part one looked at my overall portfolio, including long only, but there was only a cursory look at my futures. Here in this second part I will be looking a my futures trading account in a lot more detail. It's important to say why I'm doing this. I'm certainly not doing it so I can upweight good strategies, and delete badly performing ones. A
-
Macroeconomic cycles and asset class returns [SR SV]Indicators of growth and inflation cycles are plausible and successful predictors of asset class returns. For proof of concept, we propose a single balanced cyclical strength score based on point-in-time quantamental indicators of excess GDP growth, labor market tightening, and excess inflation. It has clear theoretical implications for all major asset markets, as rising operating rates and
-
Retail Investors – naive and biased? [Alpha Architect]A series of events has led to significantly increased interest in stock and options trading by retail investors: The arrival of investing platforms (such as Robinhood) with zero trading commissions and no account minimums. The COVID-19 pandemic, causing many workers to largely remain at home for most of 2020, leading to lower consumer spending and more time to pursue alternative ventures. The