Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at how to use trend following to trade Bitcoin.

Quote of the Day

"It is easy looking at historic underperformance on a screen before we invest; living through it is an entirely different proposition."

(Joe Wiggins)

Chart of the Day

Value is winning the ‘factor Olympics’ YTD.