This is a summary of links recently featured on Quantocracy as of Friday, 12/05/2025. To see our most recent links, visit the Quant Mashup. Read on readers!
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Alternative Market Signals: Investing with the Box Manufacturing Index [Quantpedia]Investors are increasingly exploring alternative indicators to gain an edge in financial markets. Traditional signals, such as earnings reports or macroeconomic data, often come with delays or may already be priced in. As a result, unconventional metrics have attracted attention. For example, recent focus has been on construction inventory statistics, where large stockpiles have been interpreted
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Opportunity-Set Bias in Mean-Reversion Trading Systems [Concretum Group]In the evaluation of new signals and trading strategies, a common practice is to initiate the research process by analyzing a full set of trade statistics. The rationale behind this approach is simple: strategies exhibiting attractive trade-level metrics are considered eligible for further due diligence, whereas those that do not can be quickly rejected. While this approach may appear reasonable
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Rob Hanna – Trading the VIX in a Diversified Portfolio [Algorithmic Advantage]For members of the Algo Collective (https://www.algoadvantage.io/collective) Ill produce an even more detailed research report (its already 14 pages) on Robs strategies. Over time Ill generate more actionable code in there as well, as I know thats always in hot demand! See you on the inside! Oh, and the end of the interview is also published in the Collective! 1. Overview Rob Hanna