This is a summary of links recently featured on Quantocracy as of Monday, 08/31/2026. To see our most recent links, visit the Quant Mashup. Read on readers!
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Does Trading TAA Strategies More Often Improve Performance? [Allocate Smartly]Most Tactical Asset Allocation (TAA) strategies trade once per month. Thats by design. Short-term market movement is mostly noise, and trying to time every zig and zag is a fools errand. A unique feature of our platform is the ability to follow these monthly strategies on any day of the month. Were not just executing the same signal on a different date were recalculating the signal
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Dual Momentum for a Collapsing Currency [Michael Emre Tulum]Turkish savers have argued about the same question for decades: keep the money in a lira time deposit and collect the interest, or convert it to dollars and hold. The dilemma is common enough to have a household name faiz mi, dolar m?, interest or dollars? Both answers have had long stretches of looking right, which is why the argument never ends. Figure 1 settles it the only way it
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Can ChatGPT Forecast Stock Price Movements? [Alpha Architect]Financial markets process an enormous volume of corporate news every day. Earnings announcements, management changes, clinical trial results, insider transactions, partnerships, and regulatory developments can all affect a companys value. The challenge is not simply identifying whether a headline sounds positive or negative. Investors must understand its economic implications, anticipate how
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Boundaries of Time Series Momentum [Quantpedia]Time-series momentum stands as one of the most reliable and heavily backtested anomalies in quantitative finance, serving as a foundational alpha source for modern managed futures and trend-following strategies. However, a recent academic paper by Matti Suominen and Erik Hjalmarsson, titled Boundaries of Time Series Momentum, uncovers a structural vulnerability that every practitioner must
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Podcast: From market problems to quantitative trading systems [Trading the Breaking]In this episode of House of Quants, listeners will discover: Why quantitative trading is engineering: The episode challenges the myth of the lone trader searching for magical chart patterns and explains how institutional research operates as an industrial-scale system built around data, statistics, software, execution, and risk. How ideas become executable trading systems: Every strategy passes