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Recent Quant Links from Quantocracy as of 12/02/2025

This is a summary of links recently featured on Quantocracy as of Tuesday, 12/02/2025. To see our most recent links, visit the Quant Mashup. Read on readers!

  • Using the OECD Composite Leading Indicator + Momentum to Time the Market [Allocate Smartly]

    This is a test of Grzegorz Links Enhanced Global Growth Cycle (GGC) strategy. Like the original GGC, this enhanced version uses the OECD Composite Leading Indicator to determine risk exposure, but unlike the original, it also considers momentum to determine the specific risk on/off assets to hold. Backtested results from 1961 follow. Results are net of transaction costs see backtest
  • Using the OECD Composite Leading Indicator + Momentum to Time the Market [Allocate Smartly

    This is a test of Grzegorz Links Enhanced Global Growth Cycle (GGC) strategy. Like the original GGC, this enhanced version uses the OECD Composite Leading Indicator to determine risk exposure, but unlike the original, it also considers momentum to determine the specific risk on/off assets to hold. Backtested results from 1961 follow. Results are net of transaction costs see backtest
  • Academic Anti-Science [Anton Vorobets]

    This is a longer edition of the Portfolio Construction newsletter, presenting the many ways that I have witnessed anti-scientific tendencies in finance and economics academia. If you are fully aware of these, and just want to skip to the popular posts recap, this is available at the bottom of the post. The TL;DR version is that the current academic system seems to foster a nepotistic environment

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