This is a summary of links recently featured on Quantocracy as of Sunday, 10/26/2025. To see our most recent links, visit the Quant Mashup. Read on readers!
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Envision Your Financial Future and Plan How to Get There with a Portfolio of Portfolios [Engineered Portfolio]How much money do you aim to have by when and why? How will you achieve that goal? In this post I will share my vision and plan with specific investment strategies while posing questions to you to help you envision your own financial future and take steps to get there. At the age of 28 when I started this blog with my former boss, Chris, and lifelong friend, I aimed to find an optimal investment
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Cryptocurrency as an Investable Asset Class 10 Lessons [Quantpedia]Cryptocurrencies have matured from experimental curiosities into a viable investable asset class whose return-generation and risk characteristics merit treatment within empirical asset pricing. A recent paper by Nicola Borri, Yukun Liu, Aleh Tsyvinski, Xi Wu summarizes ten facts from the literature that show cryptocurrencies share important similarities with traditional marketscomparable
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Where Factors Speak Loudest: Why Size Matters in Factor Investing [Alpha Architect]The Curious Case of the Disappearing Size Premium The size effect was first documented by Rolf Banz in his 1981 paper The Relationship Between Return and Market Value of Common Stocks, which was published in the Journal of Financial Economics. After the 1992 publication of Eugene Fama and Kenneth Frenchs paper The Cross-Section of Expected Stock Returns, the size effect was
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Research Review | 24 October 2025 | Risk Analysis [Capital Spectator]The case for low-risk equity investing: evidence from 2011-2025 Raul Leote de Carvalho (BNP Paribas), et al. July 2025 This paper investigates the performance of equity low-risk strategies since 2011, highlighting their ability to deliver strong risk-adjusted returns across diverse market conditions. We introduce a composite risk score that extends beyond volatility and demonstrate its