This is a summary of links featured on Quantocracy on Sunday, 11/29/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
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Analyst Ratings – Return Prediction [Tr8dr]I have a couple of equities strategies that I will start trading shortly, and I want to understand the risk from all angles. Towards this end I try to utilize both market signals and exogenous unstructured data to minimize surprise and maximize selection or prediction efficiency. In thinking about single name risks (i.e. the risk associated with selecting and trading a particular stock), I wanted