Quantocracy’s Daily Wrap for 02/02/2019

This is a summary of links featured on Quantocracy on Saturday, 02/02/2019. To see our most recent links, visit the Quant Mashup. Read on readers!

  • Tactical Asset Allocation in January [Allocate Smartly]

    This is a summary of the recent performance of a wide range of excellent Tactical Asset Allocation (TAA) strategies, net of transaction costs. These strategies are sourced from books, academic papers, and other publications. While we dont (yet) include every published TAA model, these strategies are broadly representative of the TAA space. Learn more about what we do or let AllocateSmartly help
  • Why herding is the death of momentum [SR SV]

    Momentum trading, buying winning assets and selling losing assets, is a most popular trading strategy. It relies on sluggish market adjustment, allowing the trader to follow best-informed investors before the more inert part of the market does. Herding simply means that market participants imitate each others actions. Herding accelerates and potentially exaggerates market adjustments. The more

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