Pure Momentum (Amundi)
Momentum trading strategies exploit return persistence, but conventional past-year cumulative-return measures…
Quantitative Methods
Lead Content
Geopolitical Risk and Low Volatility Factor Construction (Amundi)
This paper investigates whether incorporating narrative-based measures of geopolitical risk can enhance the design…
Latest posts
Ex-Tudor Quant PM: “There Hasn't Been a New Idea in Trading for 15 Years” (Odds on Open Podcast)
Host Ethan sits down with Tom Costello, a veteran Quant PM formerly of Tudor Investment Corp and Moore Capital, to…
A Formal Model of How Artificial Intelligence Erodes Human Agency (RAND)
Several theories suggest that, once human decision-making erodes past a certain threshold, the skills,…
HIGHLY RATED
TOP RECENT POSTS
ALL TIME
Top Picks
CIO reading list, February 2026: How to diversify
Diversification remains the core investment topic as 2026 continues...
Signal Edition 3: When AI is unavoidable
How are institutional investors positioning for AI?AI is influencing both what institutions own and…