This is a summary of links recently featured on Quantocracy as of Saturday, 10/10/2026. To see our most recent links, visit the Quant Mashup. Read on readers!
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Why Long Bonds Still Belong in the Portfolio [Beyond Passive]In the first week of October the thirty-year Treasury yield closed at 5.60%, its highest since 2002. TLT, the long-bond fund in the three-asset, risk-balanced portfolio this publication uses as its baseline for a long-term macro strategy, trades at a price it last saw twenty-two years ago. Ray Dalio is short debt and expects a crisis within two years, and traders reloaded their shorts the day
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Momentum Mini-Portfolio Development – Part 4: ETF Diversifier [TradeQuantiX]At the end of Part 3 I said I wasnt exactly sure where this series would go next… But after some brainstorming, the answer was pretty clear. We already built a TSX momentum system, a US momentum system and an ASX momentum system. Three different markets and three different ways of trading momentum… but only on equities. All three of the systems thus far are long only equities systems, so
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After a Strong Pre-Open Hour the Move After the Open Is Bigger, Not Smaller [Krueger Algorithms]A common expectation: if the market has run hard in the hour before the cash open (start of the regular session), part of the move is done and less comes at the open. We ask about the size of the move at the open, not its direction. The push is the close of the last minute before the open minus the open of the first pre-open minute, divided by the ATR, the typical daily range (mean of the daily
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Do markets hunt the stops beyond yesterday’s high and low? [Daru Finance]Trading forums, indicator libraries and paid courses repeat a claim often enough that most traders take it as given: stop orders pile up just beyond obvious levels such as yesterday's high or low, larger players push price through to fill against them, after which price reverses. Traders act on it in two ways, placing their own stops some distance past the obvious level and buying the