This is a summary of links featured on Quantocracy on Tuesday, 08/23/2016. To see our most recent links, visit the Quant Mashup. Read on readers!
The folly of panic selling [Mathematical Investor]Mark Hulbert has compiled an interesting list of recent market panics: August 2015: Concerns about the Chinese economy and stock market led to panic selling, with the Shanghai index plunging 8.5% in one day. Soon after in the U.S., on August 24, 2015, the DJIA plunged over 1,000 points in just a few minutes, its most precipitous drop ever, ending the day down 588 points, its worst one-day loss in
Client -1- Intro [Algorythmn Trader]After I covered some basics about WCF Services and setup a server, we need to connect a client. In this post I want explain a little more the overall design philosophy. Than in followup posts we come closer to coding and bring it all up. First, lets talk about some basic design stuff. There are many choices and crossroads when it comes to front end design. The first and most important choice is
Equity Anomalies Persist in International Markets [Quantpedia]Motivated by McLean and Pontiff (2016), we study the pre- and post-publication return predictability of 138 anomalies in 39 stock markets. Based on more than a million anomaly country-months, we find that the United States is the only country with a statistically significant and economically meaningful post-publication decline in long/short returns. The surprisingly large differences between the