Category Archive for: ‘Turnkey Research Note’
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Pairs Trading Kicks Butt!
Pairs Trading: Performance of a Relative-Value Arbitrage Rule Evan Gatev, William N. Goetzmann, and K. Geert Rouwenhorst A version of the paper can be found here. Want a summary of academic papers with alpha? Check out our free Academic Alpha Database! Abstract: We test a Wall Street …
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Cheap Stocks Win…EVERYWHERE
Value Around the World Nilufer Caliskan and Thorsten Hens A version of the paper can be found here. Want a summary of academic papers with alpha? Check out our free Academic Alpha Database! Abstract: Over the last decades the value premium has well been documented for various …
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Tax is more important than alpha
Below is a snapshot from a marketing deck I’ve been working on. I’m shifting the majority of my very limited brainpower into the field of tax-alpha and away from traditional alpha. Why? Because traditional alpha doesn’t matter anymore. See below for a quick example. The …
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Googling for Profits?
Quantifying Trading Behavior in Financial Markets Using Google Trends Tobias Preis, Helen Susannah Moat, and H. Eugene Stanley A version of the paper can be found here. Want a summary of academic papers with alpha? Check out our free Academic Alpha Database! Abstract: Crises in financial markets …
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Models vs. Experts #2: Rorschach interpretation
Unsuccessful differential diagnosis from the Rorschach Armitage, S. G., & Pearl, D. Journal of Consulting Psychology, 21. 479-484 A version of the paper can be found here. Want a summary of academic papers with alpha? Check out our free Academic Alpha Database! Abstract: The consistency with which …
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