Quant Renaissance: New Approaches Revive Systematic Investing (Man Group)
Man Group explores how the hunt for orthogonal alpha is breathing new life into quant investing; and blending…
Alpha Trading Strategies
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The Term Structure of Machine Learning Alpha (PMR)
In The Term Structure of Machine Learning Alpha, from the Fall 2023 issue of The Journal of Financial Data Science…
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Intrinsic Value: A Solution to the Declining Performance of Value Strategies
The paper proposes to use intrinsic value as an alternative measure of fundamentals in predicting stock returns.…
Insider Trading by Other Means (Harvard Business Law Review)
For more than thirty years, one of the most prevalent strategies for insider trading has gone undetected and…
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