This is a summary of links featured on Quantocracy on Sunday, 08/25/2024. To see our most recent links, visit the Quant Mashup. Read on readers!
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Lunch Effect in the U.S. Stock Market Indices [Quantpedia]In the complex world of financial markets, subtle patterns often reveal themselves through careful observation and analysis. Among these is the intriguing phenomenon we can call the Lunch Effect, a pattern observed in U.S. stock indexes where market performance tends to exhibit a distinct positive shift immediately after the lunch break, following a typically negative or flat performance
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Battle of the Back-Testers [Algorithmic Advantage]Allow me to share a few thoughts that came up as we brought together two exceptional minds in the trading technology space to talk about their back-testing applications. In the blue corner representing Python – Jason Strimpel, an experienced quantitative risk manager, trader and technology leader, and in the red corner representing his own application (Real Test), Marsten Parker, a legendary
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Bear Markets Through the Decades [Alvarez Quant Trading]Several months ago, Steven (my trading buddy) and I were talking about bear markets. I felt that bear markets seem shorter and shallower now compared to the past. I thought this would be a quick and easy research project and blog post. Nope. As I generated numbers, more questions and research paths would be generated. My questions are Are bear markets shorter? Are bear markets shallower? Data