Research links: data quality
Tadas Viskanta
Abnormal Returns
18 hours ago
1 MIN READ
Books
- Phil Bak talks with Aaron Brown about his new book “Wrong Number: How to Extract Truth From a Blizzard of Quantitative Disinformation” (philbak.substack.com)
- A review of “Stock Market Maestros: The Winning Habits, Strategies, and Mindsets of the World’s Best Investors” by Lee Freeman-Shor and Clare Flynn Levy. (rpc.cfainstitute.org)
AI
- How LLMs can condense historical data at scale. (nber.org)
- Even with AI tools, humans are going to human. (papers.ssrn.com)
Private credit
- Research into the fragility of semi-liquid private credit funds. (papers.ssrn.com)
- Is private credit a systematic risk? (econofact.org)
Research
- Is an elevated VIX really a buy signal? (washingtonpost.com)
- Traders value data they pay for. (klementoninvesting.substack.com)
- The markets have taken care of another anomaly, i.e. ‘overnight drift.’ (papers.ssrn.com)
- Niels Kaastrup-Larsen talks trend following with Mark Rzepczynski. (toptradersunplugged.com)
- Small things can affect your decision making in the moment.` (klementoninvesting.substack.com)
- A round up of recent academic research including ‘What Investors Disagree About: LLM-Decomposed Retail Disagreement and the Cross-Section of Stock Returns.’ (alphainacademia.com)
- Why CEOs need to watch their tone. (ft.com)
Terms and Conditions
This content, which contains security-related opinions and/or information, is provided for informational purposes only and should not be relied upon in any manner as professional advice, or an endorsement of any practices, products or services. There can be no guarantees or assurances that the views expressed here will be applicable for any particular facts or circumstances, and should not be relied upon in any manner. You should consult your own advisers as to legal, business, tax, and other related matters concerning any investment.
The commentary in this “post” (including any related blog, podcasts, videos, and social media) reflects the personal opinions, viewpoints, and analyses of the Ritholtz Wealth Management employees providing such comments, and should not be regarded the views of Ritholtz Wealth Management LLC. or its respective affiliates or as a description of advisory services provided by Ritholtz Wealth Management or performance returns of any Ritholtz Wealth Management Investments client.
References to any securities or digital assets, or performance data, are for illustrative purposes only and do not constitute an investment recommendation or offer to provide investment advisory services. Charts and graphs provided within are for informational purposes solely and should not be relied upon when making any investment decision. Past performance is not indicative of future results. The content speaks only as of the date indicated. Any projections, estimates, forecasts, targets, prospects, and/or opinions expressed in these materials are subject to change without notice and may differ or be contrary to opinions expressed by others.
Please see disclosures here.
