Research links: the bane of gamblers
Tadas Viskanta
Abnormal Returns
1 week ago
1 MIN READ
Quant stuff
- Can machine learning predict factor returns? (alphaarchitect.com)
- Multiples are imperfect proxies for discounted cash flows. (papers.ssrn.com)
- A quant strategy will stop working before the statistics say so. (robotwealth.com)
AI
- Using AI to read fund documents. (alphaarchitect.com)
- Ken Griffin is skeptical AI can generate alpha. (bloomberg.com)
Diversification
- An estimate of the total world portfolio and its past returns. (on.ft.com)
- Market evolve, so portfolio diversification is a moving target. (mailchi.mp)
Research
- The S&P 500 inclusion effect is back. (advisorperspectives.com)
- How to use private equity in your portfolio. (morningstar.com)
- The case for international small value. (mailchi.mp)
- Price momentum and earnings momentum are two different things. (klementoninvesting.substack.com)
- The challenges of standard strategies to capture technology sector trends. (quantpedia.com)
- Traders on Polymarket who bet against Trump win more often than not. (bloomberg.com)
- Inside the results of high profile UK fund, Quadrature Capital. (ft.com)
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