This is a summary of links featured on Quantocracy on Tuesday, 12/29/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
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Trend-Following Filters: Part 1/2 [Alpha Architect]Many traders use strategies based on trends that occur in stock, bond, currency, commodity, and other financial asset price time series in order to buy low and sell high. A trend is considered to be the overall direction of prices over a period of time. If prices have generally increased the trend has a positive slope and is called bullish. If prices have generally decreased, the
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P-Hacking Via Academic Finance Research Conferences [Alpha Architect]This research is an update to Documentation of the File Drawer Problem in Academic Finance Journals published by the same authors in the Journal of Investment Management in 2018. A summary of that article can be found here. The file drawer problem refers to the idea that journal editors are predisposed to accepting articles for publication, only if they contain statistically