This is a summary of links recently featured on Quantocracy as of Tuesday, 04/08/2025. To see our most recent links, visit the Quant Mashup. Read on readers!
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Resampled Portfolio Stacking [Anton Vorobets]This post gives a high-level introduction to Resampled Portfolio Stacking, which is a method for portfolio optimization with fully general parameter uncertainty introduced in Chapter 6 of the Portfolio Construction and Risk Management book1. The fundamental perspectives for the Resampled Portfolio Stacking approach were originally introduced in the Portfolio Optimization and Parameter Uncertainty
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Weekly Research Recap [Quant Seeker]Its time for another roundup of the latest investing research. Below is a carefully curated selection of last weeks highlights, with each title linking directly to its source for further reading. Thanks for your ongoing support! If you enjoy this content, please consider hitting the like button and subscribing if you havent yet. Behavioral Finance FoMO in Investment: A Critical Literature
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Understanding What Drives Momentum in Global Stock Markets [Alpha Architect]This article explores why stocks that have been performing well tend to continue doing so, a phenomenon known as momentum. Researchers analyzed data from various countries to see if explanations found in U.S. markets also apply internationally. They discovered that when information about a company comes out gradually, investors might not react strongly, leading to momentum. Other factors,