Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at why momentum is still neglected.
- Opportunistic insiders are worth following. (blog.alphaarchitect.com)
- The case for high volatility strategies and the "rebalancing bonus." (econompicdata.blogspot.com)
- Don't overcomplicate quantitative research. (adamhgrimes.com)
- How does analyst optimism affect stock price momentum. (blog.alphaarchitect.com)
- Computers vs. humans: who does what well? (qoppac.blogspot.com)
- Seven backtesting platforms for quants. (quantinsti.com)
- Do you really understand p-values? (deevybee.blogspot.ca)