Quantocracy, Author at Quantocracy

This is a summary of links recently featured on Quantocracy as of Wednesday, 04/29/2026. To see our most recent links, visit the Quant Mashup. Read on readers! Selecting TAA Strategies Based on Recent Performance (Part 1) [Allocate Smartly] This is the first of a multipart series examining the selection of Tactical Asset Allocation (TAA) strategies […] The post Recent Quant Links from Quantocracy…

This is a summary of links recently featured on Quantocracy as of Saturday, 04/25/2026. To see our most recent links, visit the Quant Mashup. Read on readers! The Skip-Month Mystery: What Last Month s Returns Are Really Telling You [Alpha Architect] New research challenges a long-standing rule in momentum investingand reveals surprising insights about when […] The post Recent Quant Links from Qua…

This is a summary of links recently featured on Quantocracy as of Wednesday, 04/22/2026. To see our most recent links, visit the Quant Mashup. Read on readers! Backtests Lie: Building a Stress-Test Framework for ML Trading Signals [Vertox Quant] One of your first thoughts when looking at a strangers backtest is probably that its overfit, […] The post Recent Quant Links from Quantocracy as of 04/2…

This is a summary of links recently featured on Quantocracy as of Monday, 04/20/2026. To see our most recent links, visit the Quant Mashup. Read on readers! Mean-Variance Optimization in Practice: Reverse Optimization and Implied Expected Returns [Portfolio Optimizer] The fact that mean-variance optimizers are highly sensitive to changes in expected returns [] is well […] The post Recent Quant Li…

This is a summary of links recently featured on Quantocracy as of Saturday, 04/18/2026. To see our most recent links, visit the Quant Mashup. Read on readers! Exploiting Mean-Reversion in Decentralized Prediction Markets: Evidence from Polymarket [Quantpedia] This study examines the profitability of mean-reversion trading strategies applied to binary outcome contracts on Polymarket, the worlds [……

This is a summary of links recently featured on Quantocracy as of Thursday, 04/16/2026. To see our most recent links, visit the Quant Mashup. Read on readers! We Trusted FinBERT to Filter the Noise. It Was Also Filtering the Signal [Tommi Johnsen] It starts with a basic problem every quantitative researcher faces: you have a […] The post Recent Quant Links from Quantocracy as of 04/16/2026 appear…

This is a summary of links recently featured on Quantocracy as of Wednesday, 04/15/2026. To see our most recent links, visit the Quant Mashup. Read on readers! What’s the Optimal Stack? [Return Stacked] The most common question we hear from advisors is whats the optimal stack? So we ran the optimizer bootstrapping 10,000 simulated 25-year […] The post Recent Quant Links from Quantocracy as of 04/…

This is a summary of links recently featured on Quantocracy as of Monday, 04/13/2026. To see our most recent links, visit the Quant Mashup. Read on readers! Meb Faber’s “Tactical Yield”, Simple and Intuitive [Allocate Smartly] This is a test of Meb Fabers Tactical Yield from T-Bills and ChillMost of the Time. Backtested results from […] The post Recent Quant Links from Quantocracy as of 04/13/202…

This is a summary of links recently featured on Quantocracy as of Thursday, 04/09/2026. To see our most recent links, visit the Quant Mashup. Read on readers! Systematic Tactical Allocation in Emerging Markets vs. U.S.: A Momentum-Based Approach [Quantpedia] The global investment environment is going through a period of meaningful structural change. The dominance of […] The post Recent Quant Link…

This is a summary of links recently featured on Quantocracy as of Sunday, 04/05/2026. To see our most recent links, visit the Quant Mashup. Read on readers! A Junior Quant’s Guide to Event-Driven Trading [Quant Galore] You have to know that it didnt get that way overnight. And more often than not, it didnt get […] The post Recent Quant Links from Quantocracy as of 04/05/2026 appeared first on Qua…

This is a summary of links recently featured on Quantocracy as of Tuesday, 03/31/2026. To see our most recent links, visit the Quant Mashup. Read on readers! Selling Volatility: The Most Seductive Backtest in Finance [Quantt] Here is a strategy with a thirty-year track record. Sell one-month at-the-money put options on the S&P 500, collateralised […] The post Recent Quant Links from Quantocracy a…

This is a summary of links recently featured on Quantocracy as of Sunday, 03/29/2026. To see our most recent links, visit the Quant Mashup. Read on readers! Brave New Backtest [Robot Wealth] My last two articles on AI and trading research got more engagement than almost anything Ive written. More of the Disease, Faster argued […] The post Recent Quant Links from Quantocracy as of 03/29/2026 appea…

This is a summary of links recently featured on Quantocracy as of Sunday, 03/22/2026. To see our most recent links, visit the Quant Mashup. Read on readers! The Friday Gold Trade: A Conditional Edge [Beyond Passive] Gold drifts higher on Fridays. The effect is statistically significant, it has persisted for decades, and most traders who […] The post Recent Quant Links from Quantocracy as of 03/22…

This is a summary of links recently featured on Quantocracy as of Thursday, 03/19/2026. To see our most recent links, visit the Quant Mashup. Read on readers! More of the Disease, Faster (What happens when you ask an LLM to find you an edge) [Robot Wealth] This week I discovered the vibe quant movement (or […] The post Recent Quant Links from Quantocracy as of 03/19/2026 appeared first on Quantoc…

This is a summary of links recently featured on Quantocracy as of Monday, 03/16/2026. To see our most recent links, visit the Quant Mashup. Read on readers! Landing Your First Role – Breaking Into Quant Finance [Quantt] Why Breaking In Feels So Hard (and Why It Is Still Achievable) If you are trying to get […] The post Recent Quant Links from Quantocracy as of 03/16/2026 appeared first on Quantoc…

This is a summary of links recently featured on Quantocracy as of Sunday, 03/15/2026. To see our most recent links, visit the Quant Mashup. Read on readers! The Calendar Ensemble: Building an Event-Driven Alpha Overlay [Beyond Passive] In the previous article, we established that the Sharpe ratio is the single most important number in portfolio […] The post Recent Quant Links from Quantocracy as …

This is a summary of links recently featured on Quantocracy as of Thursday, 03/12/2026. To see our most recent links, visit the Quant Mashup. Read on readers! A Quant’s Guide to Cross-Section Maxxing, Code Included [Quant Galore] Quantitative trading is about many things; buying low and selling high, chasing momentum, capturing yield, arbitraging price imbalances […] The post Recent Quant Links f…

This is a summary of links recently featured on Quantocracy as of Sunday, 03/08/2026. To see our most recent links, visit the Quant Mashup. Read on readers! Reinforcement Learning for Portfolio Optimization: From Theory to Implementation [Jonathan Kinlay] The quest for optimal portfolio allocation has occupied quantitative researchers for decades. Markowitz gave us mean-variance optimization […] …

This is a summary of links recently featured on Quantocracy as of Thursday, 03/05/2026. To see our most recent links, visit the Quant Mashup. Read on readers! New Contributor: Scaling Python Financial Models on AWS [Quantt] How to take a Python financial model from running 150 scenarios in a Lambda function to processing over a […] The post Recent Quant Links from Quantocracy as of 03/05/2026 app…

This is a summary of links featured on Quantocracy on Saturday, 11/19/2016. To see our most recent links, visit the Quant Mashup. Read on readers! - No new links posted.