Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at the search for a one-stop global capital markets index.
Quote of the Day
“We’ve certainly been beaten up over the last three years but we’re starting to get very excited looking ahead.”
(Cliff Asness)
Quant stuff
- How the markets incorporate news. (theblindfoldedchimp.com)
- Just because a measure is quoted in the media doesn't make it valid. (priceactionlab.com)
- A guide to the best websites for quants. (blog.quantinsti.com)
Research
- The problem with alpha: it doesn't solve the big problems. (caia.org)
- On the relationship between the 'Misery Index' and future stock market returns. (alphaarchitect.com)
- Hedging inflation in practice is harder than it looks. (insights.factorresearch.com)
- Disclosure, in and of itself, is not necessarily a good thing. (aswathdamodaran.blogspot.com)
- A look at a highly influential market timing system more than a decade in. (lightfinance.blog)
- What percentage of seed-stage startups become unicorns? (angellist.com)
