This is a summary of links featured on Quantocracy on Friday, 08/14/2015. To see our most recent links, visit the Quant Mashup. Read on readers!
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Some More on Stock Splits [Factor Wave]About a month ago I started to answer a reader's question about stock splits. I was initially diverted by the "low price effect" and then forgot to revisit the topic. In addition to the fact that a split reduces the price, it is also a distinct event and we can study the dynamics of the stock price before and after the split. And many, many people have… Befor
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Fractal Strategy Applied to Indonesian Index [John Orford]When I lived in New York, every other night I'd have a drink with our head of financial engineering. Beer in the winter, G&Ts in the summer. In any case once he was telling me how in Japan even ordering coffee was tricky, because the Japanese didn't want to cause offence by not knowing English well, and he being somewhat familiar of Japanese culture, wanted to be polite as