This is a summary of links featured on Quantocracy on Monday, 10/25/2021. To see our most recent links, visit the Quant Mashup. Read on readers!
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Pairs Trading Based on Renko and Kagi Models [Hudson and Thames]A group of strategies, named statistical arbitrage or pairs trading strategies are well-known for being market-neutral gained their popularity among institutional and individual investors. In general, to develop a pairs trading strategy, one needs to figure out two aspects, the first is how to select assets to form a process with mean-reverting properties, and the second is how to decide when and
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Does the Equity Market Lead the Currency Market? [Factor Research]Past equity market returns seem to predict currency returns Such a currency timing strategy may be interesting as a diversifier However, it is difficult to rationalize the results INTRODUCTION Bloomberg TV at 08:30 am EST: The S&P 500 futures are trading lower as the US Dollar depreciated against G10 currencies overnight. CNBC at 9:45 am EST: The USD appreciated given a strong opening
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A Complete Starter System for New Traders [Raposa Trade]Your biggest investment just took another move higher. It has gotten to the point that you start thinking about taking some profit off the table: its looking more and more enticing by the day! Do you do it? If youre like most investors, you cant resist taking some money today, even if it winds up costing you in the long run. Or, perhaps your brilliant investment thesis hasnt panned