This is a summary of links featured on Quantocracy on Sunday, 06/11/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
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Real Time Factor Performance [Dual Momentum]According to S&P DJ Indices, 92% of all actively managed stock funds failed to beat their benchmarks over the past 15 years. This should come as no surprise. Similar results were published more than 20 years ago. This information has caused a move away from active stock selection and toward index funds or systematic approaches. Money managers have recently moved more in the direction of
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Is Bitcoin A New Asset Class? [Capital Spectator]The astonishing bull market (bubble?) in Bitcoin has drawn attention to the cryptocurrency from all corners. One of the questions thats reasonating: Should Bitcoin be treated as an asset class, on par with stocks, bonds, real estate and commodities? A Forbes article last year, citing a study by ARK Investment Management, offered 4 Reasons Why Bitcoin Represents A New Asset Class. The