This is a summary of links featured on Quantocracy on Thursday, 11/10/2022. To see our most recent links, visit the Quant Mashup. Read on readers!
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Controversial Post: QuantConnect and the Challenge of Democratizing Finance [Quant Rocket]QuantConnect, a quantitative backtesting and trading platform serving mostly retail traders, recently announced a crowdfunding campaign seeking to raise money from its community of users. The company's associated regulatory disclosures (required by the SEC for equity crowdfunding offerings) reveal that the fundraising is a matter of survival. In this article, I explore what
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The decline in interest rates: its role in asset pricing anomalies [Alpha Architect]At its most basic level, factor-based investing is simply about defining, and then systematically following, a set of rules that produce diversified portfolios. An example of factor-based investing is a value strategy, buying cheap (low valuation) assets and selling expensive (high valuation) assets. A problem with factor-based investing is that smart people with powerful computers can find