A number of Abnormal Returns readers last month purchased Trend Following with Managed Futures: The Search for Crisis Alpha by Alex Greyersman and Kathryn Kaminski. (Abnormal Returns)
Chart of the Day
The story over the next decade will be the role rising index fund market share has on market dynamics.
Research links
- Why factor premia disappear in real life. (monevator.com)
- How benchmarking affects all investors. (advisorperspectives.com)
- Why don't institutional investors get with the program when it comes to anomalies? (alphaarchitect.com)
- How the volatility of volatility helps explain hedge fund returns. (papers.ssrn.com)
- Tracking commercial real estate prices is a challenge. (papers.ssrn.com)
