Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at the performance of anomalies post-publication.
Quote of the Day
"The return on a leveraged long or short ETF held over time will incur a drag that increases dramatically with both leverage and realized volatility."(Victor Haghani and James White)
Chart of the Day
How is Renaissance Technologies’ RIEF doing?