Research links: informed trading
Tadas Viskanta
Abnormal Returns
2 days ago
1 MIN READ
Quant stuff
- A round-up of recent white papers including ‘AI Beneficiaries: Investing in Second-Order Effects.’ (bpsandpieces.com)
- Jane Street has centralized its operations on an obscure programming language. (economist.com)
Private equity
- A look at the fundamentals of private equity-owned firms. (mailchi.mp)
- Why manager selection matters so much for alternatives. (larryswedroe.substack.com)
- When PE managers cut company valuations, look out for more down the road. (klementoninvesting.substack.com)
Factors
- How to get Buffett-like returns by focusing on (boring) factors. (mebfaber.com)
- Why you may need a standalone REIT factor model. (papers.ssrn.com)
Insiders
- Insider trades provide the market information. (alphaarchitect.com)
- How to profit from informed trading. (papers.ssrn.com)
Research
- Reaching for yield is a real phenomenon when rates fall. (alphaarchitect.com)
- Trend following has a long history of supportive research. (optimalmomentum.com)
- Does buying stocks in big drawdowns work? Yes, but there is a catch. (morningstar.com)
- Do P/E ratios tell us more about earnings or returns expectations? (alphaarchitect.com)
- Why startups are increasingly choosing to buy back shares from employees. (papers.ssrn.com)
- Is passive investing fueling the rise of mega-firms? (morningstar.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.
