This is a summary of links recently featured on Quantocracy as of Thursday, 02/26/2026. To see our most recent links, visit the Quant Mashup. Read on readers!
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Systematic Allocation in International Equity Regimes [Quantpedia]This research examines the critical quantitative investment problem of systematic tactical allocation to international equity mandatesspecifically Emerging Markets (EM) and Europe, Australasia, and the Far East (EAFE)amidst conjectured macroeconomic regime transitions. The investigation is precipitated by observable deteriorations in USD hegemony, elevated geopolitical risk premiums, and
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Time Series Models using Object Oriented Python [Quant Start]In the recent previous article on Correlation Matrix Generation using Object Oriented Python we created a Python object-oriented class hierarchy to develop an extensible, modular tool for generating synthetic correlation matrices. Such matrices can be used to generated synthetic correlated time series models, which can form the basis of realistic synthetic financial datasets. In this article we
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More Bets, Better Bets [Quantitativo]Casino gambling with a system where you have the edge is a wonderful teacher for elementary money management. Ed Thorp Ed Thorp is the money manager I admire most. Many people have never heard of him. They should have. In 1961, with Claude Shannon the father of information theory he built the first wearable computer to beat roulette. He wrote Beat the Dealer and proved blackjack