This is a summary of links recently featured on Quantocracy as of Monday, 12/22/2025. To see our most recent links, visit the Quant Mashup. Read on readers!
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Understanding Gold Hedge, Diversifier, or Overpriced Insurance? [Quantpedia]In Understanding Gold, Claude B. Erb and Campbell R. Harvey examine golds enduring reputation as a safe-haven asset and contrast popular narratives with empirical evidence. While gold has preserved purchasing power over millenniawhat the authors call the golden constantthis does not translate into reliable short- or medium-term inflation hedging. Golds volatility is comparable to
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Can We Use U.S. Government Shutdowns as a Signal for Investment Decisions [Quantpedia]In recent times, we have observed heightened volatility across financial markets. Concerns surrounding government shutdowns, as well as the uncertainty they create, do little to calm these fluctuations. Rather than being purely disruptive, however, such events raise an intriguing question: could these episodes of political and economic uncertainty actually be leveraged to our advantage in
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When Execution Delays Erode Short-Term Alpha [Concretum Group]In short-term trading systems, delaying the execution of a signal can lead to a meaningful deterioration in performance. Many systematic traders design strategies under the assumption that any signal computed at the market close should be executed on the next days open. This workflow has a clear and important advantage: it keeps the live trading process perfectly aligned with the out-of-sample