This is a summary of links featured on Quantocracy on Tuesday, 12/26/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
Research Compendium 2017 [Factor Research]An investment in knowledge pays the best interest. (Benjamin Franklin) December 2017. Reading Time: Several hours. Author: FactorResearch. SUMMARY Contains 34 research papers that we published on FactorResearch.com in 2017 Focus on factor investing and quantitative strategies from an investors perspective They are kept brief, as simple as possible, and will hopefully stimulate debate Questions
Podcast: 2017 roundup: the year in review [Better System Trader]Well here we are, another year gone (and so fast too!). Im glad you could join me for this final episode for 2017, where well be reviewing all of the special guests we had on the show this year, the topics and insights theyve shared plus their top trading lessons. I think this is a great way to look back, to be reminded of some of the key points, and all of the amazing knowledge our
A Not-So Merry Vix-mas [Quantifiable Edges]During a time of year that is renowned for its low volatility and bullish seasonality, one might think XIV would have some strong historical returns. Well 2017-12-25 one would be wrong. Happy Holidays anyway!