This is a summary of links recently featured on Quantocracy as of Thursday, 04/09/2026. To see our most recent links, visit the Quant Mashup. Read on readers!
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Systematic Tactical Allocation in Emerging Markets vs. U.S.: A Momentum-Based Approach [Quantpedia]The global investment environment is going through a period of meaningful structural change. The dominance of the U.S. dollar is increasingly being questioned, geopolitical tensions are rising, and macroeconomic uncertainty remains elevated. Together, these forces challenge the post-Global Financial Crisis environment in which U.S. equities consistently outperformed most international markets. As
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David Varadi’s “Growth and Inflation Sector Timing”, a Wildcard Strategy [Allocate Smartly]This is a test of a novel strategy from David Varadi: Growth and Inflation Sector Timing. Backtested results from 1991 follow. Results are net of transaction costs see backtest assumptions. Learn about what we do and follow 100+ asset allocation strategies like this one in near real-time. Logarithmically-scaled. Click for linearly-scaled results. Members know that we are especially interested
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Large Language Models in Trading: Models and Market Dynamics [Relative Value Arbitrage]I just returned from a two-day conference in New York, FutureAlpha (formerly QuantStrats). This year, the theme focused largely on data, machine learning, and AI. While some speakers were very enthusiastic about the potential of AI to generate alpha, our panel was more conservative. The consensus among the panelists was to use ML and AI to enhance and improve risk management. Along this theme, in