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Quantocracy’s Daily Wrap for 09/01/2018

This is a summary of links featured on Quantocracy on Saturday, 09/01/2018. To see our most recent links, visit the Quant Mashup. Read on readers!

  • Beta herding [SR SV]

    Beta herding means convergence of market betas of individual stocks that arises from investors biased perceptions. Adverse beta herding denotes the dispersion of such betas that arises from a reversal of the bias. A new paper suggests that overconfidence in predictions of overall market direction and positive sentiment are key drivers of beta convergence, while uncertainty and negative
  • R Code Best practices [R Trader]

    Nothing is more frustrating than a long piece of code with no standard way of naming elements, presenting code or organizing files. Its not only unreadable but more importantly not reusable. Unfortunately, unlike other programming languages, R has no widely accepted coding best practices. Instead there has been various attempts to put together a few sets of rules. This post is trying to fill

Filed Under: Daily Wraps

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