This is a summary of links featured on Quantocracy on Tuesday, 10/04/2016. To see our most recent links, visit the Quant Mashup. Read on readers!
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The Case for Put Writing in an Expensive Market [EconomPic]Pensions and Investments wrote about the interest pension plans have shown in put writing (seemingly one of the more misunderstood investment strategies out there) in a recent article Funds Go Exotic with Put-write Options to Stem Volatility. I thought the article did a nice job of outlining the strategic case for the strategy as a risk reducing equity alternative. In this post I'll outline
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Prospecting Dual Momentum With GEM [TrendXplorer]Gary Antonacci popularized dual momentum with an effective and simple approach for dynamic asset allocation: Global Equities Momentum (GEM). Using simulated ETF data series, GEMs performance over past market conditions can be approximated. For longer investment horizons GEMs implementation with ETFs obtained positive returns with high consistency. After winning first place in 2012 in the