This is a summary of links featured on Quantocracy on Friday, 08/26/2016. To see our most recent links, visit the Quant Mashup. Read on readers!
March for the Fallen. Come Join the Alpha Architect Team! [Alpha Architect]Looking for a great challenge on a Saturday morning on September 24th? 2016-08-26 14_58_14-March for the Fallen Come join some members of the Alpha Architect team and our tribe of friends/clients when we take part in the March for the Fallen on Saturday, September 24, 2016. Were aiming to take on the individual effort 28 mile + 35lb rucksack challenge, but there are other versions for
Research Review | 26 August 2016 | The Business Cycle [Capital Spectator]Do Stock Market Trading Activities Forecast Recessions? Ujjal Chatterjee (University of Wisconsin-Milwaukee, American University of Sharjah) August 9, 2016 This paper re-examines the existing recession forecasting models with stock market liquidity as an additional forecasting variable. We investigate three distinct aspects of stock market trading activities, namely stock market liquidity, returns