This is a summary of links recently featured on Quantocracy as of Sunday, 02/08/2026. To see our most recent links, visit the Quant Mashup. Read on readers!
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Pragmatic Asset Allocation Across Market Cycles [Quantpedia]Pragmatic Asset Allocation (PAA) is a systematic, multi-asset investment strategy designed to adapt dynamically to evolving market conditions. Rather than maintaining a static equity exposure, the model actively allocates capital across a diversified set of asset classesincluding equities, bonds, commodities, gold, and cash-like instrumentsusing momentum-based signals and disciplined
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EMNLP 2025 in Suzhou [Gautier Marti]This year at EMNLP 2025 in Suzhou, my colleague Khaled Al Nuaimi and I attended the conference so that Khaled could present his paper on Evasive Answers in Financial Q&A, and also to explore current R&D trends in empirical NLP. While walking through the poster sessions, we saw a dozen of papers closely related with our recent contributions and joint research program with Khalifa
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Herding in Commodities and Cryptocurrencies [Relative Value Arbitrage]Herding behavior has been extensively studied and is well understood in equity markets, but far less so in other asset classes such as commodities and cryptocurrencies. In this post, we explore key aspects of herding behavior in crypto and commodity markets. Investor Behavior in Crypto During Geopolitical Shocks Herd behavior refers to the tendency of investors to follow the actions of a larger
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Build Better Strategies, Part 6: Evaluation [Financial Hacker]Developing a successful strategy is a process with many steps, described in the Build Better Strategies article series. At some point you have coded a first, raw version of the strategy. At that stage youre usually experimenting with different functions for market detection or trade signals. The problem: How can you determine which indicator, filter, or machine learning method works best with
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Stock Sentiment Indicators in U.S. Equities: and the research that supports them [Tommi Johnsen]Academic research treats investor sentiment as a systematic component of beliefs or demand that is not justified by available fundamentals, and whose price impact is amplified when limits to arbitrage make it difficult for rational traders to offset mispricing (e.g., Shleifer and Vishny, 1997; Baker and Wurgler, 2007). Sentiment indicators are therefore empirical proxies for an unobserved latent