This is a summary of links featured on Quantocracy on Thursday, 07/23/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
-
My NAAIM Webinar [Quantifiable Edges]Last week I had the honor of being a guest speaker for the National Association of Active Investment Managers (NAAIM)) webinar series. The topic I discussed was Quantifiable Edges for Active Investing. That recording is now available to view on the NAAIM website (email registration required). And if you are an investment manager, you may also want to learn more about NAAIM.
-
Fundamental Momentum, the Carry Trade, and Currency Returns [Alpha Architect]Momentum in prices is the tendency of assets that have performed well recently (such as over the prior year) to outperform assets in the same asset class that have performed poorly over the prior year. For a more thorough review of momentum check out this post by Wes Gray. This phenomenon has been found to exist not only in stocks all around the globe, but in bonds, commodities, and currencies as