This is a summary of links featured on Quantocracy on Saturday, 12/26/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
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Hundreds of quant papers from #QuantLinkADay in 2020 [Cuemacro]This has been a challenging year by pretty much any other standard. I remember when I was kid, and heard the year 2020, it sounded very exciting. Itd be like Back to the Future, with hoverboards and flying cars. Instead, 2020 has been all about the coronavirus. Whilst Ive been lucky enough to be safe during this year, many have suffered tremendously. It is somewhat cliched, but at least for
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What traders should know about seasonal adjustment [SR SV]The purpose of seasonal adjustment is to remove seasonal and calendar effects from economic time series. It is a common procedure but also a complex one, with side effects. Seasonal adjustment has two essential stages. The first accounts for deterministic effects by means of regression and selects a general time series model. The second stage decomposes the original time series into trend-cycle,