Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at the state of the replication crisis in finance
Quote of the Day
"It’s very fair to worry that a strategy might be arbitraged away once revealed and over-invested in. It’s a whole other thing to just assume it must be the case."(Cliff Asness)
Chart of the Day
A seasonal pattern for Treasury yields.