This is a summary of links featured on Quantocracy on Thursday, 09/07/2023. To see our most recent links, visit the Quant Mashup. Read on readers!
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Financial Distress Factors: Altman Z-Score and Interest Coverage Ratio [Quant Rocket]Are rising interest rates straining balance sheets and increasing the risk of bankruptcies? This article investigates two financial distress factors, the Altman Z-Score and interest coverage ratio, to see if distress is on the rise and how it impacts stock returns. This post is part of the fundamental factors series, which explores techniques for researching fundamental factors using Pipeline,
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Code Walkthrough for the Alpha Simulator (for Programming Beginners) [Hanguk Quant]As we advance into our third year on this blog – its dawning upon me that many of the readers are getting left behindthe biggest concern by far is the complexity of the current Russian Doll model and not being sure how to proceed with using the statistical suite presented therein, together with the formulaic alphas. Although I was intending to further take the Russian Doll to have integrated