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Quantocracy Latest Activity

Selected quant blog posts and research articles aggregated by Quantocracy.

10 related activitiesLast 30 days 10 itemsFeatured among them 0 items

Updated

Quantocracyrelated activities

19 OctMonIssue 1–10 items
  1. Quantocracy31

    Quantocracy's Latest Quant Research Link Roundup as of October 18, 2026

    Quantocracy has compiled the latest quant research-related links as of October 18, 2026, covering topics including trend following, futures continuous contract construction, in-sample to out-of-sample Sharpe ratio decay, the impact of liquidity on stock returns and option pricing, and cryptocurrency cross-sectional trend factors. One study based on 12 commodity futures found that the expected retention ratio of in-sample Sharpe ratios from a 10-year backtest on new data is 30%.

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16 OctFri
15 OctThu
  1. Quantocracy37

    Quantocracy's latest roundup of quantitative research links as of October 14, 2026.

    Quantocracy released its latest roundup of quantitative research links on October 14, 2026, featuring multiple research pieces and content related to the quantitative field. These include an out-of-sample evaluation study of Hidden Markov Model (HMM) market state identification, an analysis of the impact of complexity on strategy performance, and research on cross-sectional momentum ranking methods. The related research covers backtest results across different sample periods and discussions of strategy logic.

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13 OctTue
  1. Quantocracy32

    Quantocracy Latest Quantitative Research Links Roundup (October 12, 2026)

    Quantocracy compiled recent quantitative content on October 12, 2026, covering an introduction to Quant Observer, a quantitative tools directory platform; a historical effectiveness analysis of excess returns from insider buying; a backtest of volatility clustering effects in S&P 500 constituents from 2006 to 2025; a guide to building a multi-asset, multi-timeframe trading pipeline; and AI answers on the replicability of empirical finance research.

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11 OctSun
  1. Quantocracy24

    Quantocracy's Latest Quantitative Research Link Roundup as of October 10, 2026

    Quantocracy has released its latest roundup of quantitative research links as of October 10, 2026, featuring four related research pieces. It notes that the 30-year U.S. Treasury yield closed at 5.60% in the first week of October, the highest level since 2002; the remaining content covers research discussions on momentum portfolio development, pre-market patterns, and market stop-loss hunting.

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8 OctThu
  1. Quantocracy31

    Quantocracy's Latest Quantitative Research Link Roundup as of October 7, 2026

    Quantocracy has compiled the latest quantitative research-related links as of October 7, 2026, covering an interview with Kris Longmore of Robot Wealth, analysis of multi-asset drift effects around the US election, interpretation of market reactions following earnings releases, and a backtest of the "boiling frog" momentum strategy for the S&P 500 index. Readers can visit Quant Mashup to view the latest link content.

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6 OctTue
  1. Quantocracy24

    Quantocracy's Roundup of Quantitative Research Links for October 5, 2026

    Quantocracy has compiled recent quantitative research-related links as of October 5, 2026, covering 5 quantitative research pieces on different topics. The content includes a study on the century-long history of meme stocks, methods for constructing statistically valid backtests, market reactions following analyst downgrades, a comparison of 200-day moving average and volatility targeting strategies, and an introduction to the Orthogonal Clustering Risk Parity (OCRP) strategy.

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4 OctSun
  1. Quantocracy32

    Quantocracy Latest Quantitative Research Link Roundup for October 3, 2026

    Quantocracy compiled recent links related to quantitative research on October 3, 2026, covering five topics: a backtest of Warren Buffett's contrarian investment advice, the performance of a Nasdaq-100 polynomial regression band strategy, the causes of the asset growth anomaly, a test of the U.S. stock turn-of-the-month effect, and a method for calculating transaction costs in macro trading strategies.

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3 OctSat
  1. Quantocracy35

    Quantocracy Latest Quantitative Research Link Roundup as of October 2, 2026

    Quantocracy has compiled the latest links related to quantitative research as of October 2, 2026, covering a range of quantitative research topics. These include 897,000 tests conducted on approximately 150 types of trading patterns, an analysis of the impact of 13 oil price surges on U.S. stocks since 1970, a study of asset performance during periods of rising bond yields from 1963 to 2026, and research on an attention factor based on the WallStreetBets herding effect and BERT sentiment.

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1 OctThu
  1. Quantocracy31

    Quantocracy Latest Quantitative Research Link Roundup for September 30, 2026

    Quantocracy released its latest roundup of quantitative research links on September 30, 2026, covering areas such as quantitative strategy replication, machine learning cross-sectional factors, quantitative trading podcast analysis, and correlation and volatility research. This includes the launch of the Quantpedia Awards 2027 competition, a replication of the intraday momentum strategy proposed by Gao et al. in 2018, and a systematic summary of the 335th episode of a quantitative trading podcast.

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