This is a summary of links featured on Quantocracy on Thursday, 11/15/2018. To see our most recent links, visit the Quant Mashup. Read on readers!
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Is maths in portfolio construction bad? [Investment Idiocy]First an apology. It's been quite a few months since my last blog post. I've been in book writing mode and trying to minimise outside distractions. Though looking at my media page since my last blog post I've done two conferences, a webinar, a book review, a guest lecture, a TV panel discussion and written six articles for efinancialcareers.com. So maybe I haven't done a great
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Factor Investing Fact Check: Are Value and Momentum Dead? [Alpha Architect]The stock market, at least as measured via the S&P 500, has been on an epic performance run especially relative to almost all asset classes. It doesnt matter whether you look at the other asset classes by geography (e.g., US, developed, emerging), style (e.g., value, momentum), or type (e.g., stocks, bonds, commodities), one thing is clear: the S&P 500 is king. Below is a