This is a summary of links featured on Quantocracy on Friday, 12/23/2016. To see our most recent links, visit the Quant Mashup. Read on readers!
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Using Absolute Momentum to Positively Skew Calendar Year Returns [EconomPic]There are instances where I "borrow" an idea from someone (actually… most of my posts were at a minimum inspired by someone else). In this case, I am stealing the initial concept from Ryan Detrick who posted the following chart of annual U.S. stock returns going back ~200 years as there is a lot of interesting information in his chart. As Ryan pointed out in a supporting post most