Research links: costing too much
Tadas Viskanta
Abnormal Returns
2 weeks ago
1 MIN READ
Quant stuff
- Is investing a science? No, but apply scientific methods helps. (larryswedroe.substack.com)
- A review of “Quantitative Risk and Portfolio Management: Theory and Practice” by Kenneth J. Winston. (blogs.cfainstitute.org)
- Some recent academic research including ‘Beyond Conventional Sentiment Indicators: Bitcoin’s Hidden Potential in VIX Forecasting.’ (alphainacademia.substack.com)
ETFs
- Buffer ETFs do what they are supposed to. (jeffreyptak.substack.com)
- Can you make money shorting double-leveraged ETFs? (elmwealth.com)
Earnings
- Do employees care if their company meets earnings expectations? (papers.ssrn.com)
- Sophisticated investors anticipate actual earnings estimate changes. (papers.ssrn.com)
Factors
- The costs of factor strategies are real. (alphaarchitect.com)
- The three P’s of factor investing. (mrzepczynski.blogspot.com)
Economics
- College is still worth it, for most people. (libertystreeteconomics.newyorkfed.org)
- Americans are increasingly segregated by education at work. (nber.org)
Research
- How luck can affect trend following returns. (priceactionlab.com)
- Bitcoin just trades like a tech stock these days. (morningstar.com)
- What happens when quants have to puke out positions. (larryswedroe.substack.com)
- Using AI to identify momentum ‘neighbors.’ (alphaarchitect.com)
- Why Germans are so bad at investing? (klementoninvesting.substack.com)
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