This is a summary of links featured on Quantocracy on Monday, 10/04/2021. To see our most recent links, visit the Quant Mashup. Read on readers!
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How to Trade like a Turtle without $1,000,000 [Raposa Trade]A simple job ad was placed in a handful of major newspapers calling for participants to be trained as traders. Of the applicants, a total of 23 individuals were chosen to become Turtle Traders: systematic trend followers who simply followed rules and made millions in the process. These were average, ordinary people who were taught a system in order to determine whether trading could be taught, or
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Factor Olympics Q3 2021 [Factor Research]2021 is shaping up as a year of undifferentiated factor performance Value is the only factor with positive performance in year-to-date 2021 The Size factor has generated the most negative returns INTRODUCTION We present the performance of five well-known factors on an annual basis for the last 10 years. Specifically, we only present factors where academic research supports the existence of
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Why a Bounce on a Friday is Encouraging [Quantifiable Edges]Friday saw the market bounce after several indices closing at multi-month lows on Thursday. Fridays are interesting in that they are the least likely day of the week for a selloff to end or a rally to begin. But when rallies do start on a Friday, they have shown the best odds of success of any day of the week. Ive seen this a number of ways over the years. The study below is one simple way to