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)

Chart of the Day

A look at Sector SPDR returns.

(quantdare.com)