This is a summary of links recently featured on Quantocracy as of Thursday, 01/30/2025. To see our most recent links, visit the Quant Mashup. Read on readers!
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Seasonality Patterns in the Crisis Hedge Portfolios [Quantpedia]Building upon the established research on market seasonality and the potential for front-running to boost associated profits, this article investigates the application of seasonal strategies within the context of crisis hedge portfolios. Unlike traditional asset allocation strategies that may falter during market stress, crisis hedge portfolios are designed to provide downside protection. We
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Should You Buy A New Crypto Listing? [Quant Hedge]Every Monday, I get an email from CMC with the new Crypto listings and top trending coins. Heres the one from this past Monday. I usually give it a quick look and then delete it, but not so long ago, I started wondering: should I give a #@%! about this? It bugged me so I decided to look into it. I have data for over 8000 active coins painstakingly gathered from CMC (which I will be sharing with
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Dr Ernest Chan – The Breakthrough Uses of Machine Learning in Risk Management [Algorithmic Advantage]Were back! Its 2025 and we are planning a cracker of a year! Stay tuned! It was strangely comforting talking to Ernie Chan. Whilst I was completely out of my depth talking about AI and Machine Learning, I came away broadly reinforced in my own belief that great trading still requires a human touch, and that the best niches in the market are best discovered by applying a certain kind of
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Portfolio Construction and Risk Management Book [Anton Vorobets]The PDF version of the Portfolio Construction and Risk Management book is freely available online at the bottom of this post. The accompanying code to the book is available on GitHub at https://github.com/fortitudo-tech/pcrm-book1. The book has been written through a crowdfunding campaign that you can continue contributing to and getting perks for at https://igg.me/at/pcrm-book2. For example, you