This is a summary of links featured on Quantocracy on Friday, 11/01/2019. To see our most recent links, visit the Quant Mashup. Read on readers!
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Jim Cramer Using the S&P Oscillator [CXO Advisory]A reader asked about the usefulness of the S&P Short-range Oscillator as sometimes used by Jim Cramer to forecast U.S. stock market returns. The self-reported Performance of the oscillator, relying on in-sample visual inspection with snooped thresholds, is of small use. Since continuous historical values of the indicator are not publicly available, we conduct an out-of-sample test by: