This is a summary of links featured on Quantocracy on Thursday, 08/17/2023. To see our most recent links, visit the Quant Mashup. Read on readers!
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Technical Analysis Report Methodology + Double Bottom Country Trading Strategy [Quantpedia]We cannot start without a cheap quip: Technical analysis is an astrology for men. Market technicians believe that prices currently contain all information about any asset. It is undoubtedly an oversimplified assumption, as the market is much more complex than that. But suppose you try to use fundamental analysis too harshly. In that case, you assume that you have all the possible information about
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Quant_rv part 9: why realized vol? [Babbage9010]A big issue for me with this project is: how do we validate this whole approach? We started out with a super simple vol-based timing strategy (long/flat market exposure). I rather glibly state that realized (or perhaps more properly, historical) volatility is a sensible, logical, statistically meaningful market observation. But is it? The real low volatility anomaly (documented in