This is a summary of links featured on Quantocracy on Saturday, 11/21/2015. To see our most recent links, visit the Quant Mashup. Read on readers!
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Bring More Data [Dual Momentum]Several months ago we posted an article called Bring Data where we showed the importance of having abundant data for system development and validation. This was further reinforced to us recently when someone brought us some additional U.S. stock sector data. Previously, we only had sector data from Morningstar that went back to 1992. (S&P sector data also goes back to only the early