Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at the case against the S&P 500.

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Quote of the Day

“The quant term is kind of useless...It’s a sloppy description, which like ‘hedge fund’ can mean almost anything.”

(Anthony Morris, head of quantitative strategies at Nomura)

Research links

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