This is a summary of links featured on Quantocracy on Friday, 09/01/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
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Federal Regulations and Stock Market Returns [CXO Advisory]Do changes in the U.S. federal regulatory burden predict U.S. stock market returns? To check, we consider two measures of the regulatory burden: Annual number of pages in the Federal Register (FR) during 1936-2016 in which all newly proposed rules are published along with final rules, executive orders, and other agency noticesprovides a sense of the flow of new regulations issued
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Trend-Following with Valeriy Zakamulin: Trading the S&P 500 Index (Part 7) [Alpha Architect]The Standard and Poors (S&P) 500 index is a value-weighted stock index based on the market capitalizations of 500 large companies in the US. This index was introduced in 1957 and intended to be a representative sample of leading companies in leading industries within the US economy. Stocks in the index are chosen for market size, liquidity, and industry group representation. The S&P 500