This is a summary of links featured on Quantocracy on Sunday, 08/02/2015. To see our most recent links, visit the Quant Mashup. Read on readers!
-
Interview with Scott Andrews [Better System Trader]Scott Andrews is the CEO and Co-Founder of InvestiQuant. Scott has been trading full time since 2004, finding great success trading the opening gap and launching MasterTheGap.com in 2008. Scott has published over 1,500 daily gap analysis videos and his exact gap trading plan prior to the market open each morning for his subscribers. Scott is highly respected for his compreh
-
Ivy Portfolio August Update [Scott’s Investments]The Ivy Portfolio spreadsheet track the 10 month moving average signals for two portfolios listed in Mebane Fabers book The Ivy Portfolio: How to Invest Like the Top Endowments and Avoid Bear Markets. Faber discusses 5, 10, and 20 security portfolios that have trading signals based on long-term moving averages. The Ivy Portfolio spreadsheet tracks both the 5 and 10 ETF Por
-
[Academic Paper] Risk Premia in Option Markets [@Quantivity]Risk Premia in Option Markets
-
[Academic Paper] Carry and Trend Following Returns in Foreign Exchange Market [@Quantivity]Carry and Trend Following Returns in Foreign Exchange Market
-
[Academic Paper] Night Trading: Lower Risk but Higher Returns? [@Quantivity]Night Trading: Lower Risk but Higher Returns?