This is a summary of links featured on Quantocracy on Thursday, 08/27/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
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Pre-Election Drift – Video [Quantpedia]The presidential campaign is becoming hotter as we are moving closer to this years election. But we still have enough time to dig deeper into data about the past elections and prepare for the autumn. Therefore, we have prepared a short video recapitulation of our paper on the pre-election drift. Are you looking for more strategies to read about? Check http://quantpedia.com/Screener Do you want
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How to Measure and Understand Portfolio Tail Risk Events [Alpha Architect]To any investor that has had the opportunity to experience a large collapse in the market, they can tell you that essentially there is nowhere to hide. Correlations of assets that were held to diversify a portfolio suddenly get very correlated in extreme market conditions aka the tails of the distribution. Much academic research has been done on the stronger dependence 1 that prevails among