Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out including a look at why momentum works.

Quote of the Day

"Realized historical volatility is often a decent proxy for the true volatility one should have expected in advance. This is why, despite its obvious limitations, mean-variance thinking has persisted in finance throughout the 21st century: what it attempts to capture, it captures well."

(Noah Kreutter)

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