This is a summary of links featured on Quantocracy on Wednesday, 12/19/2018. To see our most recent links, visit the Quant Mashup. Read on readers!
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Cash or Bonds at Low Yields and a Flat Yield Curve? [EconomPic]While there have been a few cyclical periods of rising rates over the past 40 years, we've largely been in one large downtrend… meaning that it has consistently paid to own bonds vs cash / take duration risk for nearly my / many investment lives. Now that we've moved away from a zero interest rate policy on cash in the U.S. and the yield curve is essentially flat, this post is an
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Algorithmic Trading Regulations – European Union [Quant Insti]A game of cat and mouse. Technological development more often than not stays ahead of regulators. Each new technological advance or disruption carries risks for the stability of things and advantages for those who are at the forefront. Regulators try to set rules and good practices that limit possible abuses and bring transparency to the participants. In this post, we will review the European
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Data Science is Revolutionizing Investment Practice [Alpha Architect]What are the Research Questions? This editorial introduces data science to the wider investment community and highlights some of the advantages (and potential pitfalls as discussed yesterday) it can bring to everyday investment practice. The paper answers two apparently simple questions: What is data science? How can data science help advance investing practice? What are the Academic Insights?