This is a summary of links featured on Quantocracy on Friday, 12/04/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
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Dynamic trend following [Investment Idiocy]As most of you know I have a regular(ish) gig talking on the Top Traders Unplugged systematic investor podcast, every month or so with Niels Kaastrup-Larsen and Moritz Seibert. Anyway on the most recent episode we got chatting about whether open or closed equity should matter when trading a position. More broadly, should your history of trading a position affect how you trade it now, or is it only