This is a summary of links featured on Quantocracy on Monday, 06/01/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
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Exploiting The Non-Farm Payrolls Drift [Robot Wealth]Anyone thats been around the markets knows that the monthly release of the United States Department of Labors Non-Farm Payrolls (NFP) data can have a tremendous impact, especially in the short term. NFP is a snapshot of the state of the employment situation in the US, representing the total number of paid workers, excluding farm employees and public servants. We know your barn is hiding a
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Bonds & The Invisible Thief [Factor Research]US bonds generated positive total returns in most inflation regimes Returns were mixed when inflation was above 4% Real returns were strongly negative when inflation was high INTRODUCTION Inflation is like cancer. It largely happens out of plain sight and requires focus to be noticed. The data is not easily understood and the perspective changes frequently. The outlook is difficult to predict. And