This is a summary of links featured on Quantocracy on Sunday, 06/26/2016. To see our most recent links, visit the Quant Mashup. Read on readers!
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Best Links of the Last Two Weeks [Quantocracy]The best quant mashup links for the two weeks ending Saturday, 06/25 as voted by our readers: Recommended Reading [Robot Wealth] Binary Options: Scam or Opportunity? [Financial Hacker] Some harmless data-mining: Testing individual words in EDGAR filings [Greg Harris] Simple Machine Learning Model to Trade SPY [Alpha Plot] Want to Know the Secret to Inefficient Prices? Lazy Prices. [Alpha
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Momentum Anomaly and Baseball Cards [Quantpedia]We show that the market for baseball cards exhibits anomalies that are analogous to those that have been documented in financial markets, namely, momentum, price drift in the direction of past fundamental performance, and IPO under performance. Momentum profits are higher among active players than retired players, and among newer sets than older sets. Regarding IPO under performance, we find that