This is a summary of links featured on Quantocracy on Thursday, 05/31/2018. To see our most recent links, visit the Quant Mashup. Read on readers!
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The Big Data and Machine Learning Revolution: Event takeaways, slides & videos [Raven Pack]More than 600 finance professionals registered to attend the London Revolution. An excellent group of top finance professionals shared their latest research and experience with big data and machine learning. The event took place on April 24, 2018 at the Banking Hall, one of the most exquisite venues in Central London. In case you weren't able to attend, presentation slides and video
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Sharpening the Arithmetic of Active Management [Alpha Architect]For many investors, the superiority of passive investing over active investing is axiomatic (Earth to passive investors; Lunch is never free!) And why not? Study after study has demonstrated that only a small portion of actively managed funds beat their benchmarks over long time frames. A recent Wall Street Street Journal article, The Dying Business of Picking Stocks, noted that while 66% of
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Style Investing in Fixed Income [Alpha Architect]The paper investigates this issue by answering the following research questions: Can common robust risk premia (value, momentum, carry and defensive) enhance returns in Fixed Income investing? Do style-based Fixed Income portfolios present diversifying potential? Is a long/short implementation necessary to reap these benefits? What are the Academic Insights? By applying style premiums to country