@Dan_Trend@ignis55 Hi Dan, although you cone from tech, you started with realtest? Maybe I’m wrong, but I come tech as well and keep using python + libs. What am I missing with my custom environment? I mean lib like pybroker which suggest @PtrPomorski as well
Love hearing from you
@PriyanshuP1405 the hardest part, for me, isn’t reading papers, implementing them, or ankifying them. it’s carefully inspecting, iterating fast, deploying strategies on paper — then leaving them for months without a single mistake that could ruin everything
🎯 New Research Ideas! The beta anomaly only shows up in calm times. In stress periods, it fades.
New paper from Atilgan, Demirtas, Gunaydin, and Tosun on G10 equity markets:
When economic uncertainty is LOW:
- Low-beta stocks outperform high-beta by roughly 1% per month
- The classic low-vol effect shows up cleanly across most G10 countries
When economic uncertainty is HIGH:
- The gap between low- and high-beta portfolios largely disappears
- The relationship weakens substantially
In our own factor work at Noax Capital, we continue to see this pattern. Anomalies that look very robust in pooled samples often live or die depending on the macro regime you're sitting in. Personally, still a lot of research missing on factor timing; yes, I am a factor timing guy.
The data suggest the beta anomaly is not a constant; it is a calm-regime trade. Worth knowing before sizing a low-vol bet against a macro that may not cooperate.
📄 Atilgan, Demirtas, Gunaydin & Tosun: https://t.co/tPv4rzRKoY
→ More curated research like this in my newsletter: https://t.co/Xtg63ha48q
@AvacadoTrader0 keep pushing, no matter what. here is my p&l curve, live since 1 april. i've totally missed the maket run. but it's fine, i'm focused on the beta, which is still negative.