This is a summary of links featured on Quantocracy on Tuesday, 05/28/2024. To see our most recent links, visit the Quant Mashup. Read on readers!
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Quantpedia Awards 2024 – Winners Announcement [Quantpedia]Hello all, Welcome to the Quantpedia Awards 2024 winners announcement. This is the moment we all have been waiting for, and today, we would like to acknowledge the accomplishments of the researchers behind innovative studies in quantitative trading. So, what do the top five look like, and what will the authors of the papers receive? 5th Place Soroush Ghazi, Mark Schneider, Jack Strauss:
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Carry versus Trend Following [Finominal]The carry strategy has become more attractive given higher yields However, the strategy is highly correlated to equities in periods of market stress CTAs are better diversifiers INTRODUCTION Carry strategies were widely popular before the global financial crisis in 2009, but less thereafter given a substantial drawdown during the crisis when investors reversed their positions and fled to safe but