This is a summary of links featured on Quantocracy on Wednesday, 08/29/2018. To see our most recent links, visit the Quant Mashup. Read on readers!
Timing the Market with Google Trends Search Volume Data [iMarketSignals]Past research suggests that the relative change in the volume of Google searches for financial terms such as debt or stocks can be used to anticipate stock market trends. In this analysis the search term debt was used to obtain monthly search volume data from Google Trends. The analysis shows, that a decrease in search volume typically preceded price increases of the S&P 500
A Short Introduction On Using R For Tail-Risk Analytics [Capital Spectator]Interactive Brokers (IB) just published the second installment in a series Im writing for the brokerage firm about using R for portfolio analysis: Modeling Tail Risk In R With Value at Risk. Todays update (part deux) is more or less adapted from my recent book: Quantitative Investment Portfolio Analytics In R: An Introduction To R For Modeling Portfolio Risk and Return. Theres so much
Two New Strategies Added: Defensive Asset Allocation and Accelerating Dual Momentum [Allocate Smartly]Weve begun tracking two new tactical asset allocation strategies: Defensive Asset Allocation (DAA) and Accelerating Dual Momentum (ADM). Well be introducing both in more detail on our blog in the coming weeks. Members can review their historical performance and begin tracking them in near real-time in our members area now: DAA | ADM. Defensive Asset Allocation DAA is the latest strategy from