This is a summary of links featured on Quantocracy on Wednesday, 10/23/2024. To see our most recent links, visit the Quant Mashup. Read on readers!
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Day 2: Hello World [OSM]On Day 1, we decided on a few benchmarks to use for our backtest. That is, a 60-40 and 50-50 weighting of the SPY and IEF ETFs. What we want to add in now is the Hello World version of trading strategies the 200-DAY MOVING AVERAGE! Why are we adding this to our analysis? As we pointed out yesterday, the typical benchmark against which to compare a trading strategy is buy-and-hold. But, just as