This is a summary of links featured on Quantocracy on Sunday, 05/28/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
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Evaluating Trading Strategies with Random Portfolios [Geodesic Edge]Active asset management has been under attack during the past several months. Hedge funds have been shutting down left and right, labeled as overpriced and underperforming, and are losing capital to low cost passive mutual funds and ETFs. Active mutual funds have been losing ground as well to their passive counterparts. Warren Buffet has even gone so far as to refer to hedge fund managers who have