Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at how AI-powered investment strategies have performed of late.

Quote of the day

“It is highly possible that popular trend-following and momentum strategies presented in some books and articles as solutions to the market timing problem are artifacts of data-mining bias due to special conditions in price series that allowed high performance in the past.” – Michael Harris