This is a summary of links featured on Quantocracy on Tuesday, 07/23/2019. To see our most recent links, visit the Quant Mashup. Read on readers!
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The Two Sides of Factor Investing [Two Centuries Investments]Todays quantitative investors seem split between innovation on one hand and engineering on the other. The prior group is constantly looking for new factors that predict returns in areas like alternative data and machine learning – yet often fail to find them. The latter camp is focused on investing in the more established factors such as value, momentum and quality, where long-term patience,
