This is a summary of links featured on Quantocracy on Friday, 08/07/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
What is the probability of profit of your next trade? (Introducing PredictNow.Ai) [EP Chan]What is the probability of profit of your next trade? You would think every trader can answer this simple question. Say you look at your historical trades (live or backtest) and count the winners and losers, and come up with a percentage of winning trades, say 60%. Is the probability of profit of your next trade 0.6? This might be a good initial estimate, but it is also a completely useless
Factor Investing in Singapore [Factor Research]Singapores stock market has unique features given its strong sector biases However, despite these, there were no structural factor exposures over time Like in other markets, investors can pursue factor investing to generate outperformance INTRODUCTION One of the stories of how Singapore received its name is about a Sumatran prince who came across a mythical beast called Janggi while hunting.
Research Review | 7 August 2020 | Gold [Capital Spectator]Is Gold a Hedge or Safe Haven Asset during COVID19 Crisis? Md Akhtaruzzaman (Australian Catholic University), et al. May 15, 2020 The COVID19 pandemic has shaken the global financial markets. Our study examines the role of gold as a safe haven asset during the different phases of this COVID19 crisis by utilizing an intraday dataset. The empirical findings show that dynamic conditional