This is a summary of links featured on Quantocracy on Thursday, 07/25/2019. To see our most recent links, visit the Quant Mashup. Read on readers!
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How the Mathematics of Fractals Can Help Predict Stock Markets Shifts [Open Quants]In financial markets, two of the most common trading strategies used by investors are the momentum and mean reversion strategies. If a stock exhibits momentum (or trending behavior as shown in the figure below), its price on the current period is more likely to increase (decrease) if it has already increased (decreased) on the previous period. Section of the time series of the S&P 500 Index or