This is a summary of links featured on Quantocracy on Thursday, 10/10/2024. To see our most recent links, visit the Quant Mashup. Read on readers!
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How to Improve ETF Sector Momentum [Quantpedia]In this article, we explore the historical performance of sector momentum strategies and examine how their alpha has diminished over time. By analyzing the underlying causes behind this decline, we identify key factors contributing to the underperformance. Most importantly, we introduce an enhanced approach to sector momentum, demonstrating how this solution significantly improves the performance
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How I Automated My Trading Strategy Using AWS Cloud for Free (Part 1) [Black Arbs]This year I launched a strategy subscription service for a long-only ETF strategy developed in house. I learned a lot through this process but I made several mistakes that pushed me to learn new skills and improve the product offering. In this series I will discuss my initial mistakes, and how correcting them led me to automate the system using AWS cloud and how you can too. Mistake #1 First