Research links: one macro indicator
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... Quant stuffA.....»»
Research links: realized volatility
Tuesdays are all about academic (and practitioner) litera.....»»
Research links: post-publication performance
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns.....»»
Research links: an implicit assumption
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... QuantWinton Capital's returns demonstrate it is no longer a trend-.....»»
Is This The Newest & Hottest Leading Economic Indicator?
Is This The Newest & Hottest Leading Economic Indicator? Via Global Macro Monitor, Is this a sign of spiking consumer confidence or just a signal of a less shitty week to come? It has begun...,yes sh.....»»
Research links: probabilistic mechanisms
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... P.....»»
Research links: unnatural interest rates
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... ResearchCorporate bond spreads are now at multi-decade highs. (mailchi.mp)There does not appear to.....»»
Research links: negative cash flows
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... Trend and momentumComparing the performance of low vol/momentum portfolios vs. value/momentum comb.....»»
Research links: lagged correlations
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... MomentumHow low vol-momentum portfolios have performed globally. (factorresearch.com)Why combining.....»»
Research links: sticking with the process
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... ESGESG and Lo.....»»
Research links: investing now
Tuesdays are all about academic (and .....»»
Research links: a free lunch
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... ResearchWhy quant strategies are underperforming: 'too many foxes, not.....»»
Research links: a rehash of exposures
Tuesdays are all about academic (and practitioner) literature at Abno.....»»
Research links: the canonical set of factors
Tuesdays are all about academic (and pra.....»»
Research links: value in disguise
Tuesdays are all about academic (and pr.....»»
Wednesday links: buggy humans
Did you know you can stay up-to-date with all of our posts via our daily e-mail newsletter? Sign up today! MarketsWhat happens to the 'Magazine Cover Indicator' when magazines no longer exist? (ritholtz.com)Option traders just keep buying c.....»»
Research links: fluctuating factors
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look .....»»
Research links: seeking truth in data
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links includi.....»»
BofA Bull & Bear Indicator Approaching "Extremely Bullish" Levels
BofA Bull & Bear Indicator Approaching "Extremely Bullish" Levels BofA Global Research published a new report on Friday detailing how the Bull & Bear .....»»
Research links: the broad spectrum of active investors
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a lo.....»»
Research links: running the machine
Tuesdays are all about academic (and practitioner) literat.....»»