Momentum: A Practitioner’s Guide (S&P Dow Jones Indices)
As an investment concept, momentum is straightforward—purchase (or avoid) stocks that have performed relatively…
Quantitative Methods
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Can ChatGPT Forecast Stock Price Movements? (Alpha Architect)
Large language models were not originally designed to forecast financial markets. Yet their ability to interpret…
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Debunking Misconceptions about Systematic Risk through the Stochastic Discount Factor (Penelle)
This paper corrects a series of common misconceptions about volatility, diversification, beta, downside risk,…
The Capacity of Equity Anomalies (Avramov et al.)
This paper measures the capacity of equity anomalies: how much capital investors can deploy before trading costs…
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Discover what topics resonated most with allocators in August
The analysis that made allocators think in AugustThe Savvy Investor team has collected this month's…
Academic Round-Up: Is AI outpacing its systems?
This edition of the Savvy Investor academic round-up...
The long view: U.S. equities vs. international stock markets
One of the most important debates right now...