Research links: retail order flow
Tadas Viskanta
Abnormal Returns
1 month ago
2 MIN READ
Retail
- Why retail order flow is so profitable to trade against. (klementoninvesting.substack.com)
- More evidence that retail investors are bad market timers. (wsj.com)
- How investor flows react to past performance. (klementoninvesting.substack.com)
- Are zero-day options becoming a systemic risk? (bankunderground.co.uk)
Behavior
- Business owners shift some of their consumption spending onto the firms they control. (parisschoolofeconomics.eu)
- Is irrationality just an inability to do complex calculations? (noahpinion.blog)
- Giving people strings-free money doesn’t change their political attitudes. (papers.ssrn.com)
Trend following
- Three things to keep in mind about trend following strategies including the potential for long periods of underperformance. (alphaarchitect.com)
- The problem with managed futures trend following. (optimalmomentum.com)
Research
- Using options pricing to explain the Microstrategy ($MSTR) story. (campbellramble.ai)
- Testing four ‘simple’ formula approaches including the ‘Acquirer’s Multiple.’ (papers.ssrn.com)
- How endowment fund managers can extract themselves from a difficult situation. (blogs.cfainstitute.org)
- Hedge fund allocation decisions are highly sensitive to alpha assumptions. (papers.ssrn.com)
- A round-up of recent research on passive investing including ‘Passive Investing and the Rise of Mega-Firms.’ (capitalspectator.com)
- Some charts that never made into some Mauboussin and Callahan research pieces. (morganstanley.com)
- Is long-short investing the future of tax loss harvesting? (mebfaber.com)
- Can AI be used to improve economic forecasts? (mrzepczynski.blogspot.com)
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