This is a summary of links featured on Quantocracy on Monday, 06/08/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
8 week algo trading course taught by full-time pro traders [Robot Wealth]Learn to research, build & trade three systematic trading strategies, from scratch, in 8 weeks. Join Bootcamp Today as featured by: The Financial Hacker In 8 weeks on the Zero to Robot Master Bootcamp, you will learn how to run a portfolio of three automated systematic trading strategies. These are the strategies that you will learn to build and trade on Zero to Robot Master bootcamp. Teach me
Tail Hedging [Flirting with Models]The March 2020 equity market sell-off has caused many investors to re-investigate the potential benefits of tail risk hedging programs. Academic support for these programs is quite limited, and many research papers conclude that the cost of implementation for nave put strategies out-weighs the potential payoff benefits. However, many of these studies only consider strategies that hold options to
Musings on Low Volatility [Factor Research]The Low Volatility strategy failed to protect investors in March and April 2020 Industrials & materials generated positive and technology & real estate negative relative performance Low Vol strategies do not deliver ESG benefits INTRODUCTION Low volatility (Low Vol) strategies have gained popularity over the past decade with retail and institutional investors alike. Although initially,