This is a summary of links featured on Quantocracy on Tuesday, 09/17/2024. To see our most recent links, visit the Quant Mashup. Read on readers!
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Trend-Following Filters Part 8 [Alpha Architect]Regression analysis is a statistical method used to estimate and model the relation between a dependent variable and one or more independent variables. The dependent variable, also called the observation, is the variable being explained or predicted. The Independent variables are used to explain or predict the dependent variable. In economics, regression analysis is used, for example, to measure
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How to Improve Commodity Momentum Using Intra-Market Correlation [Quantpedia]Momentum is one of the most researched market anomalies, well-known and widely accepted in both public and academic sectors. Its concept is straightforward: buy an asset when its price rises and sell it when it falls. The goal is to take advantage of these trends to achieve better returns than a simple buy-and-hold strategy. Unfortunately, over the last decades, we have been observers of the