This is a summary of links featured on Quantocracy on Monday, 12/31/2018. To see our most recent links, visit the Quant Mashup. Read on readers!
2018 Highlights The Top 20 Posts You Might Have Missed [Flirting with Models]As 2018 comes to a close, we are thankful for all those who have read, commented upon, and shared the research that we have published this year. This year, we wrote 53 new research commentaries, averaging north of 3,000 words per piece. And we hope our approach of accessible and thoughtful quantitative research has resonated as much as the numbers seem to indicate: viewership for our blog this
Exploring Smart Leverage: DAA on Steroids [TrendXplorer]The constant leverage myth is busted: there is no spoon natural decay. DAAs fast protective momentum approach successfully detects lower volatility regimes with higher streak potential. Smart leverage through a clever separation of signals and trades can achieve considerable outperformance even on a risk adjusted basis. Popular belief that constant leveraging results in decay over time is a