This is a summary of links recently featured on Quantocracy as of Wednesday, 10/07/2026. To see our most recent links, visit the Quant Mashup. Read on readers!
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Podcast with Kris Longmore of Robot Wealth [Algorithmic Advantage]Ex-prop trader on why solo trading is a different game, and how to win with real edges & portfolios of noisy strategies Rather than writing an article along with this pod, I think the relevant piece to refer you to is the series Im currently writing called The Part Time Trader because I think it tackles one of the main issues I discussed with Kris in this interview: specifically, how
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Trading the Multi-Asset Drift Around U.S. Elections [Quantpedia]We analyze a multi-asset calendar anomaly around U.S. federal elections that is consistent across assets and simple to trade. While our previous study documents a robust pre-election drift, the cross-asset pricing of its D+1 resolution remains unmapped beyond SPY. Using a diversified ETF basket spanning technology, emerging markets, real estate, high-yield credit, gold, oil, and foreign exchange,
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The Market Reads the Announcement. By the Time It s News, It s Old. [Tommi Johnsen]For three months we thought we had found that good news pushes a stock up the following day. Here is what was really going on. When a company reports its quarterly earnings, it often does so just after the stock market closes at 4 pm. Traders read the announcement within minutes and buy or sell in after-hours trading, so the stock price moves right away. About an hour or so later, reporters
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Frog-in-the-pan momentum tested on the S&P 500 [Quanter Lab]Momentum investors buy last year's winners. A well-known refinement, the frog in the pan of Da, Gurun and Warachka (2014), also looks at how a winner went up. A stock that climbed a little on most days is said to be a better buy than one that rose in a few big jumps, because news that arrives slowly is noticed late and keeps pushing the price. Alpha Architect's momentum method is built