This is a summary of links featured on Quantocracy on Friday, 09/11/2015. To see our most recent links, visit the Quant Mashup. Read on readers!
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Is Technical Analysis Folk Medicine? [Factor Wave]I've been thinking more about technical analysis. Not so much how to do it, but more about what it actually is. Some of it can be tested scientifically, but a lot can't (for more on this distinction refer to the excellent book by David Aronson, "Evidence-Based Technical Analysis: Applying the Scientific Method and Statistical Inference to Trading Signals"). So TA isn't
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Factor Models Can Only Tell You So Much [Alpha Architect]Factor analysis has taken the professional consultant world by storm and we are slowly seeing this analysis being used more and more by sophisticated retail investors and investment advisors. And thats greatfactor analysis is a great tool. In fact, we discuss the use of the tool and how it is useful in a recent post called, Basic Factor Analysis: Simple Tools to Understand What Drives
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Dual ETF Momentum September Update [Scott’s Investments]Scotts Investments provides a free Dual ETF Momentum spreadsheet which was originally created in February 2013. The strategy was inspired by a paper written by Gary Antonacci and available on Optimal Momentum. Antonaccis book, Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk, also details Dual Momentum as a total portfolio strategy. My