This is a summary of links featured on Quantocracy on Sunday, 09/30/2018. To see our most recent links, visit the Quant Mashup. Read on readers!
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Tactical Asset Allocation in September [Allocate Smartly]This is a summary of the recent performance of a wide range of excellent tactical asset allocation strategies, net of transaction costs. These strategies are sourced from books, academic papers, and other publications. While we dont (yet) include every published TAA model, these strategies are broadly representative of the TAA space. Learn more about what we do or let AllocateSmartly help you
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How lazy trading explains FX market puzzles [SR SV]Not all market participants respond to changing conditions instantaneously, not even in the FX market. Private investors in particular can take a long while to adapt to changes in global interest rate conditions and even institutional investors may be constrained by rules and lengthy process. A theoretical paper shows that delayed trading goes a long way in explaining many empirical puzzles in