This is a summary of links featured on Quantocracy on Thursday, 05/25/2023. To see our most recent links, visit the Quant Mashup. Read on readers!
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2023 Democratize Quant Conference Recap and Materials [Alpha Architect]We recently hosted our 6th Annual Democratize Quant Conference (sign up here for updates). This post is a recap of what we learned at the conference and some resources we can make available to the public. The agenda for the 2023 conference is outlined below: Date Time Topic Presenter Notes 5/18 09:30 09:45 Introduction Wes Gray CEO Alpha Architect 5/18 09:45 10:15 ETF Industry Update Eric
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Rotational Trading in Python [Ed West]Rotational trading is a strategy used by investors that involves purchasing top-performing assets and simultaneously selling the underperforming ones in their portfolio. Its a great way to periodically manage a portfolio by holding winners and selling losers. Backtesting a rotational trading strategy is easy using PyBroker, an open-source Python framework for developing trading strategies. To
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Drawdowns and recoveries – what lessons do they hold? [Alpha Architect]This paper helps investors better understand drawdowns and recoveries, in terms of empirical facts, practical implications, and strategies for handling them. It shows the importance of the interplay between drawdowns and recoveries (which the authors call submergence), which should not be treated and analyzed separately by investors. Submergence = Drawdown Plus Recovery Rook,