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alvarezquanttrading.com | ||
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quantstrattrader.com
This post will introduce KDA Asset Allocation. KDA -- I.E. Kipnis Defensive Adaptive Asset Allocation is a combination of Wouter Keller's and TrendXplorer's Defensive Asset Allocation, along with ReSolve Asset Management's Adaptive Asset Allocation. This is an asset allocation strategy with a profile unlike most tactical asset allocation strategies I've seen before (namely, it barely... |
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jonathankinlay.com
An extract from the chapter on pairs trading from my forthcoming book Equity Analytics |
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blog.fosstrading.com
[AI summary] The post performs an out-of-sample analysis of five adaptive asset allocation strategies using R, concluding that tangible performance benefits seen in backtests were diminished by the 2022 market conditions. |
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imrannazar.com
If you've ever needed to know which country is at UTC+3.5 (it's Iran), or who is responsible for administrating the Western Sahara (that's Morocco), it's all in here. List is also available in SQL, for such situations as a 'select your country' dropdown on an e-commerce Website. |
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