This is a summary of links recently featured on Quantocracy as of Monday, 02/23/2026. To see our most recent links, visit the Quant Mashup. Read on readers!
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Evaluating Reversal Potential in Niche Alternative ETFs [Quantpedia]Alternative ETFs sit at an unusual intersection of public-market accessibility and hedge-fund-style investment techniques. They package managed futures, merger arbitrage, and option-based income strategies into exchange-traded products, yet they remain thinly traded and relatively niche compared to mainstream equity or bond ETFs. This combination makes them intriguing: they offer exposure to
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Infra: Scraping financial data [Trading the Breaking]In fund research, the input that matters most is simple: what stocks are inside the funds right now, and in what weight. Without that look-through layer, fund momentum, category rotation, or risk exposure becomes a label-driven proxy. We are going to construct and execute a systematic fund scraping operation. The explicit objective of this architecture is to expose what underlying stocks these
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Do Options Exhibit Momentum? [Relative Value Arbitrage]Momentum has been studied extensively across equities, commodities, and other asset classes, with well-documented evidence of cross-sectional and time-series continuation effects. More recently, an emerging line of research has shifted attention to momentum in option returns, examining whether derivative markets exhibit their own systematic return patterns. In this post, we review the latest