This is a summary of links featured on Quantocracy on Tuesday, 10/03/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
-
Hiking Mountains, Gladly, To Honor The Fallen [Alpha Architect]Landon Thomas Jr. recently wrote an article in the New York Times regarding our participation in the recent March for the Fallen Event. Landons article was well-written and provided a compelling narrative. However, much of the attention of the article was focused on Alpha Architect and my personal story, which we genuinely appreciate. But I was one of many There were 500+ alongside us on the
-
Capital Raising for Early Stage Quant Fund Managers – Part I [Quant Start]This is the first in a two part series of articles written by Frank Smietana, an expert guest contributor to QuantStart. In this article Frank takes a look at how early-stage quantitative hedge fund managers can go about looking to secure their first institutional allocation of capital. Please be aware that since this article discusses capital allocation, the article (and any information accessed
-
Suggestion of a New Currency Factor Model [Quantpedia]We examine the ability of existing and new factor models to explain the comovements of G10-currency changes. Extant currency factors include the carry, volatility, value, and momentum factors. Using a new clustering technique, we find a clear two-block structure in currency comovements with the first block containing mostly the dollar currencies, and the other the European currencies. A factor