This is a summary of links featured on Quantocracy on Thursday, 10/26/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
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Want to Learn More About Factor Investing? Read This. [Alpha Architect]Replicating Anomalies is arguably a must read for anyone who thinks about factor investing and is looking to improve their understanding of the space. Lu Zhang, and his colleagues, Kewei Hou and Chen Xue, spent nearly 3 years carefully compiling and replicating 447 anomalies identified in the academic literature Thats a lot of programming and late nights burning the midnight oil
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How universities are failing finance students [Mathematical Investor]One of us (Marcos Lopez de Prado) has been interviewed on the topic of educational training in the finance field by Institutional Investor. A brief synopsis of this interview is below. The full article is HERE. How Universities Are Failing Finance Students With investment shops fighting over mathematicians and engineers, a Guggenheim executive argues that finance degrees and departments face
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Takeaways from a Non-PHD who Powered Through a 144-page Factor Investing Paper [Alpha Architect]Wes recently challenged me with a unique proposition: Hey Ryan, read through this Replicating Anomalies paper and tell me what you think. Its a bit long, but Im curious to hear your thoughts. Well, by a bit long, Wes really meant 144 pages of equations and reams of quantitative data on various factor analysis. Regardless, I jumped on the challenge grenade and decided to share a few