This is a summary of links featured on Quantocracy on Wednesday, 08/28/2019. To see our most recent links, visit the Quant Mashup. Read on readers!
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Monthly Rotation Closeness to $10 [Alvarez Quant Trading]It is funny that my last post, Brazilian Jiu-Jitsu & Trading Shiny New Toy, because this post is definitely chasing a shiny toy. I was reading the August 2019 Technical Analysis of Stocks & Commodities issue and came across the article Swing Trading 10-Point Breakouts. The basic concept was looking for stocks basing under a multiple of $10, then buy when it closes about that
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Factor Investing On Country Level [Factor Research]Investors can harvest returns from common equity factors on country level Returns are consistent when combined into a multi-factor portfolio Performance of some factors is comparable to those on single stock level, indicating common drivers INTRODUCTION Factor investing strategies like Value are relatively easy to explain, but complex in implementation. Creating long-short factor portfolios