Quantocracy’s Daily Wrap for 12/04/2018

This is a summary of links featured on Quantocracy on Tuesday, 12/04/2018. To see our most recent links, visit the Quant Mashup. Read on readers!

  • How to Use Trend Following within a Portfolio [Alpha Architect]

    A question we have been receiving recently is the following: How should I use trend following within a portfolio? Generally, the questions are related to our Global Value, Momentum, and Trend Index, which allocates to the (1) Value, (2) Momentum, and (3) Trend factors. A big difference between the Global Value Momentum Trend (GVMT) portfolio and many other smart-beta products is the

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