This is a summary of links featured on Quantocracy on Saturday, 09/07/2019. To see our most recent links, visit the Quant Mashup. Read on readers!
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Stock Market Trends (h/t @PyQuantNews) [Frank Ceballos]Purpose: The purpose of this article is to introduce the reader to some of the tools used to spot stock market trends. Materials and Methods: We will utilize a data set consisting of five years of daily stock market data for Analog Devices. The time period we consider starts on January 1, 2013 and ends on December 31, 2017. We will start analyzing the data using line plots, then introduce
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The low-risk effect: evidence and reason [SR SV]The low-risk effect refers to the empirical finding that within an asset classes higher-beta securities fail to outperform lower-beta securities. As a result, betting against beta, i.e. leveraged portfolios of longs in low-risk securities versus shorts in high-risk securities, have been profitable in the past. The empirical evidence for the low-risk effect indeed is reported as strong and