This is a summary of links recently featured on Quantocracy as of Tuesday, 09/08/2026. To see our most recent links, visit the Quant Mashup. Read on readers!
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The Missing Asset: 120 Years of Global Stocks, Bonds and Gold Through Inflation Regimes [Beyond Passive]The first two articles in this series measured what one countrys stocks and bonds did over 150 years and found that the country decided most of it. This one holds all sixteen, adds gold, and asks what the combination does in each economic regime, and whether the trend rule from the fourth trend-following article changes the answer. What is held The equity sleeve holds sixteen countries in equal
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European country rotation vs sector rotation [Quanter Lab]Every European rotation system in circulation treats the country as the unit of risk. The people who run these books rank Germany against Spain against Sweden and call the result a country bet. A European country index is a concentrated sector bet: banks carry the south, pharma and staples carry Switzerland. So the question here is whether European country rotation is already sector rotation, and
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SPX Options Database: Databento vs. Cboe DataShop [Concretum Group]As we recently anticipated to our readers, we are expanding our research effort into listed US options. As usual, the first step is building a reliable historical database. For our work on SPX options, that means finding a source of clean, consistent, and usable intraday data. Cboe DataShop is widely used in both academic and practitioner research on SPX options. Several recent studies on 0DTE