Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at the the problem of data-snooping.

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Quote of the Day

"Correlations are "living" relationships that change with capital flows, opportunities, structural changes, and market events."

(Mark Rzepczynski)

Chart of the Day

Managed futures strategies are interesting in the tails.

(blog.alphaarchitect.com)

Commodities

Options

Research

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