This is a summary of links featured on Quantocracy on Friday, 11/10/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
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How To Get Funding For Your Trading Strategy [Quant Insti]So, its been some time since youve been thinking of making more money out of your successful trading strategy. And why should you not? After all, youve worked hard for it and there is only a small % of people who are successful in this business. The idea is to add more funds to your trading strategy and get more profits. How To Get Funding For Your Trading Strategy?Click To Tweet So how
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Factor Investors Beware: Positive SMB May Not Mean You Own Small-Caps [Alpha Architect]Regression analysis is used all the time to assess how a portfolio loads on certain factors. The most common factor loadings examined are the market, size, value, and momentum factors. This can be an informative exercise, and there are nice tools online, such as portfolio visualizer, which allow investors to examine factor loadings on funds. Note: We have an article (with an excel file),
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Research Review | 10 November 2017 | Factor Strategies [Capital Spectator]Investing in a Multi-Asset Multi-Factor World Alexandar Cherkezov (Invesco), et al. August 31, 2017 In this article, we advance the use of factor investing across multiple asset classes. It turns out that style factors well established in the equity domain such as value, momentum or quality do extend to other asset classes as well. Even more so, multi-asset multi-factors significantly