Quantocracy

Quant Blog Mashup

ST
  • Quant Mashup
  • About
    • About Quantocracy
    • FAQs
    • Contact Us
  • ST

Quantocracy’s Daily Wrap for 10/10/2016

This is a summary of links featured on Quantocracy on Monday, 10/10/2016. To see our most recent links, visit the Quant Mashup. Read on readers!

  • Is That Leverage in My Multi-Factor ETF? [Flirting with Models]

    The debate for the best way to build a multi-factor portfolio mixed or integrated rages on. FTSE Russell published a video supporting their choice of an integrated approach, arguing that by using the same dollar to target multiple factors at once, their portfolio makes more efficient use of capital than a mixed approach. We decompose the returns of several mixed and integrated multi-factor
  • Value Investing Got Crushed During the Internet Bubble – Here’s Why… [Alpha Architect]

    The dot-com bubble of the late 90s was a wild time in the stock market. Internet stocks were trading through the roof, tech IPOs were a practically daily experience, and people quit their jobs to make millions day trading. And why not? Even a day trading chimp could make money in a market that went up every day. The money flowed like water. In January 2000, just before the bubble popped, Superbowl
  • Presenting in Dallas and Austin, Texas [Alvarez Quant Trading]

    I will be in Texas next week giving presentations. Click the links below for more details. I hope to see some readers there. October 17, 2016 Austin Market Technicians Association For more information see https://www.mta.org/event-registration/austin-chapter-meeting-featuring-cesar-alvarez/ October 18, 2016 Dallas Association for Technical Analysis For more information see
  • More Reasons To Diversify Factors [Larry Swedroe]

    Since the publication in 1992 of Eugene Fama and Kenneth Frenchs paper The Cross-Section of Expected Stock Returns, the traditional way to think about diversification has been to view portfolios as a collection of asset classes. However, we now have a nontraditional way to think about diversification. Specifically, we can view portfolios as a collection of diversifying factors. Support

Filed Under: Daily Wraps

Welcome to Quantocracy

This is a curated mashup of quantitative trading links. Keep up with all this quant goodness with our daily summary RSS or Email, or by following us on Twitter, Facebook, StockTwits and Mastodon. Read on readers!

Copyright © 2015-2023 · Site Design by: The Dynamic Duo