This is a summary of links featured on Quantocracy on Monday, 11/15/2021. To see our most recent links, visit the Quant Mashup. Read on readers!
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A Complete Starter System: Trading with a Forecast [Raposa Trade]Lets talk about insider trading. In an imaginary world where you know with certainty that the price of a stock will change on a given date you can place a huge investment for enormous gains. Why wouldnt you? There is no risk of the trade going bad because you have complete certainty in your buy (or sell) signal. In the real world, an obvious downside is that this is illegal (unless
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How to Combine Different Momentum Strategies [Quantpedia]Today we will again talk more about the portfolio management theory, and we will focus on techniques for combining quantitative strategies into one multi-strategy portfolio. So, lets imagine we already have a set of profitable investment strategies, and we need to combine them. The goal of such strategy allocation usually is to achieve the best risk-adjusted return possible. There is no
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Inflation-Themed ETFs: As Complicated as Inflation [Factor Research]Given the importance of inflation as a topic, there are surprisingly few inflation-themed ETFs The few available pursue differentiated strategies that result in heterogeneous portfolios The correlation of these ETFs to inflation has been relatively low INTRODUCTION Creating an investment framework is challenging as investing is complex and complicated. We need to educate ourselves about various