This is a summary of links featured on Quantocracy on Wednesday, 06/13/2018. To see our most recent links, visit the Quant Mashup. Read on readers!
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Help Fight MS and Receive Research & More From Quantifiable Edges [Quantifiable Edges]Last year Quantifiable Edges readers helped me raise over $4000 for Multiple Sclerosis (MS), and this year I am upping the incentive for people to donate! I am happy for any size donation, but I have created 2 donation levels this year so that people are incented to give more: Thank You Level: One bit of research that Quantifiable Edges has become known for are the many studies I have published on
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RSI2 (Relative Strength Index) Analysis [Alvarez Quant Trading]From my time with working with Larry Connors, I have become known for using the 2-Period RSI (RSI2) (Relative Strength Index) in my trading. I have written lots of blog posts that use it and I often use it in my personal strategies. One thing I like to do with indicators that I use frequently is a thorough analysis of them. Often, I find characteristics that I did not expect. Do you know about the
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Hedge Fund Return Predictability [Rayner Gobran]This is the sixth in my Hedge Fund Hacks series. In this post, I hammer home how little we know about the expected returns of a hedge fund or a managed futures strategy because we have so little data. You will learn just how large the uncertainty is and what you can do about it. Glimpses Through the Fog I remember hiking with my wife in North Wales in the Spring of 2003. Wales tends to be cloudy
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New video explains the danger of selection bias in finance [Mathematical Investor]A new video has been produced by the Mathematicians Against Fraudulent Financial and Investment Advice (MAFFIA) group. It explains, in simple terms, how many of the financial strategies and funds available today are based on a statistically dubious foundation, typically rooted in selection bias effects, because the finance world, unlike other fields such as the pharmaceutical industry, has not yet