Research links: informed trading
Tadas Viskanta
Abnormal Returns
3 weeks 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)
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