This is a summary of links featured on Quantocracy on Sunday, 11/25/2018. To see our most recent links, visit the Quant Mashup. Read on readers!
Maximising the potential of portfolios with Adam Butler of @InvestReSolve [Better System Trader]With so much focus often on the actual trading strategies or investments, portfolio construction can sometimes become an afterthought or not even considered. However, as were going to hear about today, portfolio construction and optimization has the potential for huge increases in wealth But there are a number of aspects we need to carefully consider if we want to maximise the potential
CDS term premia and exchange rates [SR SV]The term structure of sovereign credit default swaps (CDS) is indicative of country-specific financial shocks, because rising country risk affects short-dated maturities more than longer-dated ones. This feature allows disentangling global and local risk factors in sovereign CDS markets. The latter align with the performance of other local asset markets. In particular, recent empirical research