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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.....»»

Category: blogSource: abnormalreturnsMay 18th, 2021

Research links: realized volatility

Tuesdays are all about academic (and practitioner) litera.....»»

Category: blogSource: abnormalreturnsApr 21st, 2020

Research links: post-publication performance

Tuesdays are all about academic (and practitioner) literature at Abnormal Returns.....»»

Category: blogSource: abnormalreturnsApr 14th, 2020

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-.....»»

Category: blogSource: abnormalreturnsApr 7th, 2020

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.....»»

Category: blogSource: zerohedgeApr 6th, 2020

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.....»»

Category: blogSource: abnormalreturnsMar 31st, 2020

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.....»»

Category: blogSource: abnormalreturnsMar 24th, 2020

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.....»»

Category: blogSource: abnormalreturnsMar 17th, 2020

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.....»»

Category: blogSource: abnormalreturnsMar 10th, 2020

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.....»»

Category: blogSource: abnormalreturnsMar 3rd, 2020

Research links: investing now

Tuesdays are all about academic (and .....»»

Category: blogSource: abnormalreturnsFeb 25th, 2020

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.....»»

Category: blogSource: abnormalreturnsFeb 18th, 2020

Research links: a rehash of exposures

Tuesdays are all about academic (and practitioner) literature at Abno.....»»

Category: blogSource: abnormalreturnsFeb 11th, 2020

Research links: the canonical set of factors

Tuesdays are all about academic (and pra.....»»

Category: blogSource: abnormalreturnsFeb 4th, 2020

Research links: value in disguise

Tuesdays are all about academic (and pr.....»»

Category: blogSource: abnormalreturnsJan 28th, 2020

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.....»»

Category: blogSource: abnormalreturnsJan 22nd, 2020

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 .....»»

Category: blogSource: abnormalreturnsJan 21st, 2020

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.....»»

Category: blogSource: abnormalreturnsJan 14th, 2020

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 .....»»

Category: blogSource: zerohedgeJan 10th, 2020

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.....»»

Category: blogSource: abnormalreturnsJan 7th, 2020

Research links: running the machine

Tuesdays are all about academic (and practitioner) literat.....»»

Category: blogSource: abnormalreturnsDec 31st, 2019