This is a summary of links featured on Quantocracy on Wednesday, 10/12/2016. To see our most recent links, visit the Quant Mashup. Read on readers!
Is Equal Weighting Beneficial For Asset Allocation? Part II [Capital Spectator]Yesterdays post on equal weighting for asset allocation motivated a reader to point out that equal weightings tendency to outperform in equity portfolios is due to frequent rebalancing events. A passively managed market-cap-weighted portfolio, by contrast, is allowed to drift, with weights evolving based on Mr. Markets whims. But unrebalanced benchmarks were missing. Lets correct that