Quantocracy’s Daily Wrap for 05/25/2017

Quantocracy’s Daily Wrap for 05/25/2017


This is a summary of links featured on Quantocracy on Thursday, 05/25/2017. To see our most recent links, visit the Quant Mashup. Read on readers!

  • Vix Spx Seasonality By Month, Even Keel [Voodoo Markets]

    While seeing some sell in may headlines a while ago, thought id pull up the monthly mean returns for spx and vix. I wanted to see them on an even keel, so that each month starts at 0%, to better gauge their monthly behaviour 1 2 3 4 5 6 7 8 9 import pandas as pd import numpy as np import matplotlib.pyplot as plt import seaborn as sns import quandl import calendar %matplotlib inline
  • Yes. Demographics and Economic Growth Matter for Equity Returns [EconomPic]

    Quick note… for those not already listening, my buddy Patrick OShaughnessy has one of the (if not the) best investing podcasts out there with his podcast Invest Like the Best. Each week he sits down with some of the best capital allocators, investment thinkers, etc… in the world and really allows his guests to share deep insights. I highly recommend it to anyone reading this who isn’t

The post Quantocracy’s Daily Wrap for 05/25/2017 appeared first on Quantocracy.


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May 26, 2017 at 06:46AM


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