Recent Quant Links from Quantocracy as of 09/02/2026

Quantocracy published a curated summary of recent quantitative trading links as of September 2, 2026. Featured articles cover the overnight effect in equities, overfitting risks in research agents, Dalio's All Weather portfolio construction, stock-bond correlation regime shifts, backtesting pitfalls, and Bitcoin volatility clustering.

Why it matters: Each link provides a brief excerpt and points to the full article on platforms like Substack, Quanter Lab, Aligrithm, and Jonathan Kinlay's site.