This is a summary of links recently featured on Quantocracy as of Wednesday, 05/27/2026. To see our most recent links, visit the Quant Mashup. Read on readers!
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Quantpedia Awards 2026 Winners Announcement [Quantpedia]Welcome to the Quantpedia Awards 2026 winners announcement. For the third time, we are proud to celebrate excellence in quantitative research and recognize the researchers behind innovative studies in quantitative trading. We are also pleased to see that the Quantpedia Awards have become an established and recognized brand within the quant community. This is the moment we have all been waiting
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Martyn Tinsley – Walk Forward Correlation: A New Tool for Robust Strategy Design [Algorithmic Advantage]That line, usually pinned to Einstein, fits this article rather well. In trading strategy research, we can spend a long time counting the wrong thing: like, as Martyn Tinsley says – whether the single best in-sample parameter set survives out-of-sample testing. Martyn Tinsleys novel new approach, Walk Forward Correlation, argues that this is often a comforting illusion. Conversely, the
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Most of the insider trading alpha is gone by the time you see the filing: poof! [Tommi Johnsen]The academic literature on legal insider trading is unusually mature. Sixty years of work, replicated across multiple samples and methodologies, has converged on a few consistent claims: insider purchases carry information, insider sales mostly do not, cluster buying by multiple insiders is stronger than individual transactions, and the alpha has been compressing for decades as the market got