This is a summary of links featured on Quantocracy on Thursday, 08/25/2016. To see our most recent links, visit the Quant Mashup. Read on readers!
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Tactical Asset Allocation Software [Meb Faber]I used to update an old post on free data sources and stock screeners for investors. I thought Id summarize a handful of websites that focus on tactical asset allocation software, tools, and backtesters. For a long time I was going to build this on tacticalassetallocation.com, but there are now lots of resources here so we just make our Excel sheet available on The Idea Farm. In no particular
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Cesar’s Ask Me Anything Webinars [Alvarez Quant Trading]To those on my new blog notification list, I sent out the opportunity to join me in a one hour webinar where people could ask me anything about trading. I had a ton of fun answering lots of great questions. See the bottom of the post for links to download the mp3 files of the webinars. Some questions, I answered are: What types of strategies are you trading? How long a period of underperformance
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Managed Futures: Understanding a Misunderstood Diversification Tool [Alpha Architect]In my two previous blog posts (here and here), I analyze the performance of bonds during really bad months for US stocks (Crisis Alpha months), and I analyze the performance of US stocks during really bad months for US bonds. A quick summary of the results from those prior studies: Bonds have historically provided some diversification benefit during bad months for stocks. Bonds have