This is a summary of links featured on Quantocracy on Wednesday, 08/10/2016. To see our most recent links, visit the Quant Mashup. Read on readers!
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Taming the Momentum Investing Roller Coaster: Fact or Fiction? [Alpha Architect]Intermediate-Term Price momentum, originally researched by Jegadeesh and Titman in 1993, documented a how recent stock returns tended to continue in the future. Stocks that were past winners (on average) continue to do well, while stocks that were past losers (on average) continue to perform poorly. A natural inclination is to create a long-short portfolio to take advantage of this buy the