This is a summary of links featured on Quantocracy on Tuesday, 06/07/2016. To see our most recent links, visit the Quant Mashup. Read on readers!
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Will Bonds Deliver Crisis Alpha in the Next Crisis? [Alpha Architect]Bonds are often viewed as being great diversifiers due to the perception that they perform well during tough times for stocks. Historically this has been a true statement. But will it continue? Our answer: unclear. Most investors use correlation to measure the diversification benefit an investment might provide an existing portfolio. However, this article uses a slightly different approach to