This is a summary of links recently featured on Quantocracy as of Sunday, 11/16/2025. To see our most recent links, visit the Quant Mashup. Read on readers!
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Leveraged ETFs in Asset Allocation: Opportunity or Trap? [Quantpedia]In this article, we explore whether it makes sense to incorporate leveraged ETFs into static and dynamic long-only asset allocation strategies. Leveraged ETFs promise amplified exposure to the underlying asset, offering the potential for significantly higher returns during favorable market conditions. However, this comes at the cost of much higher volatility, path-dependency, and the well-known
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Wordle (TM) and the one simple hack you need to pass funded trader challenges [Investment Idiocy]An unusual (but quick) mid month post, as this is a live issue I thought I'd publish this whilst it's relevant. There has been some controversy on X/Twitter about 'pay to play' prop shops (see this thread and this one) and in particular Raen Trading. It's fair to say the industry has a bad name, and perhaps this is unfairly tarnishing what may pass for good actors in this
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Research Review | 14 November 2025 | Bubble Risk [Capital Spectator]Bubble Beliefs Christian Stolborg (Copenhagen Bus. School) and Robin Greenwood (Harvard) October 2025 We study expert beliefs during boom-bust episodes in which highly valued individual US stocks experience a price run-up followed by a crash. As prices surge, analysts forecast exceptional earnings growth and high near-term returns. Short interest stays low. Media coverage rarely mentions the word
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How to Design a Simple Multi-Timeframe Trend Strategy on Bitcoin [Quantpedia]Bitcoin is one of the most widely discussed financial assets of the modern era. Since its inception, it has evolved from a niche digital experiment into a globally recognized investment instrument with institutional adoption and billions in daily trading volume. Despite its inherent volatility, Bitcoin has demonstrated a strong long-term growth trajectory, making it an attractive candidate for