Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s edition including a look at whether security data from the 19th century tells us anything useful.
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Quote of the Day
“Now retail investors can act just like their quant idols: build overly complicated models that look unbeatable until the day they go live.”
(Andrew Beer)
Research
- How to model private credit returns, per AQR. (institutionalinvestor.com)
- Another example showing the impact of screening out negative momentum stocks with lottery-like characteristics. (alphaarchitect.com)
- How to build a better low vol strategy. (blogs.cfainstitute.org)
- How smartphones have affected the transmission of investor sentiment. (papers.ssrn.com)
- Bloomberg has built an AI tool to summarize earnings calls. (institutionalinvestor.com)
- Political risk is priced in global asset markets. (papers.ssrn.com)
- Financial literacy in the U.S. isn't great. (alphaarchitect.com)
- 46 books for quants. (pyquantnews.com)
