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Research links: tactical trading costs

February 29, 2016

Research links: tactical trading costs

February 29, 2016

Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at the potential for a smart bubble collapse.

Research links

  • On the relationship between acceleration and momentum. (blogs.cfainstitute.org)
    TweetPocketInstapaper
  • How to combine dollar cost averaging and dual momentum. (dualmomentum.net)
    TweetPocketInstapaper
  • More evidence that 'Sell in May and Go Away' is real. (papers.ssrn.com)
    TweetPocketInstapaper
  • Mutual funds that hold lots of ETFs underperform. (papers.ssrn.com)
    TweetPocketInstapaper
  • Don't ignore trading costs when analyzing a TAA strategy. (capitalspectator.com)
    TweetPocketInstapaper
  • Some 10-year asset class assumptions. (sellwoodconsulting.com)
    TweetPocketInstapaper
  • How to leverage technology to become a better analyst. (blogs.cfainstitute.org)
    TweetPocketInstapaper
  • Does HFT help or hurt markets? (etf.com)
    TweetPocketInstapaper

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More Posts This Week

Sunday links: golden goose of commerce
Monday links: on a schedule

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Abnormal Returns, since its launch in 2005, has brought the best of the finance and investment blogosphere to its readers. I am also the Director of Investor Education at Ritholtz Wealth Management LLC. More here.  For disclosure information please see here.

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