This is a summary of links featured on Quantocracy on Tuesday, 08/13/2024. To see our most recent links, visit the Quant Mashup. Read on readers!
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Even Faster Logging in Rust! [Mark Best]I was re-reading some older posts, and I realised I owed some readers a follow up. Hopefully I will be forgiven that this took 2 years. This post will be short and the core of the ideas are a follow up to the original article here. The key takeaways from the original article are: IO and Logging should not be done on the strategy hot path. Formatting is expensive, and it is better to log variables
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Tax management: does it benefit portfolio returns? [Alpha Architect]As a result of the trading required to capture the premiums that drive factor strategies investors may face significant tax liabilities. The challenge for the portfolio manager is to incorporate tax-efficient trading practices at each rebalance to mitigate tax impacts and ultimately avoid sacrificing excess returns. That is certainly a tall order, but it is achievable and surprisingly profitable.