This is a summary of links featured on Quantocracy on Wednesday, 08/02/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
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Podcast with David Varadi (@CSSAnalytics): Managing Risk is Absolutely Critical [Meb Faber]Guest: David Varadi. David is the Co-Founder and Portfolio Manager of QuantX Funds and has been the Director of Research at Blue Sky Asset Management since 2014. Previously, David was the Vice President of Economic Research and Strategic Development for Flexible Plan Investments overseeing quantitative strategy development. Before joining Flexible Plan Investments, David was the Quantitative
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Sector trading using the 200-day moving average [Alvarez Quant Trading]A user commented on ETF Sector Rotation post about a simple idea for trading the sector ETFs, which I cant believe I have never tried. I like keeping things simple just like my Brazilian Jiu-Jitsu game. Rules If the Select Sector SPDR ETF (XLY, XLP, XLF, XLE, XLV, XLI, XLB, XLK, XLU) is above its 200-day moving average for the last 5 days, then buy 10% of that ETF. If it is below the 200-day