This is a summary of links featured on Quantocracy on Saturday, 10/06/2018. To see our most recent links, visit the Quant Mashup. Read on readers!
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Multiple risk-free interest rates [SR SV]Financial markets produce more than one risk-free interest rate. This is because there are several separate market segments where structured trades replicate such a rate. Differences in remuneration arise for two reasons. First, financial frictions can prevent arbitrage. Second, some risk-free assets pay additional convenient yields, typically by virtue of their liquidity and suitability as
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Trend Following in September [Wisdom Trading]September 2018 Trend Following: DOWN -1.41% / YTD: -8.85% Please find this months report of the Wisdom State of Trend Following. Performance is hypothetical. Chart for September: Wisdom State of Trend Following – September 2018 And the 12-month chart: