This is a summary of links featured on Quantocracy on Sunday, 10/28/2018. To see our most recent links, visit the Quant Mashup. Read on readers!
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Missing the best or worst market days [Alvarez Quant Trading]This morning I saw the chart on Ritholz.com of what happens when you miss the best X days of the market. I see a variation of this chart often and is used to argue why someone should not try and time the market. One concept I like to do is to invert. Meaning try the opposite idea and see what you get. What I rarely see is the chart if you missed the worst X days. Given it is a rainy Sunday morning