equity-quant

The Stock Market Hasn't Had A 10% Correction In … – Business Insider

“”It has been 408 days since the last 10% correction in the MSCI World index, the 8th-longest period on record,” writes Andrew Lapthorne, global head of quantitative strategy at Société Générale, in a note to clients today.”However, simply not having a correction for a long time does not necessarily imply impending doom for equities; we find no relationship between time […]