Quant Geek Weekend Finance Homework
Recently Discovered Research You Might Have Missed:
- And the Winner Is…. (Dual Momentum)
- Do Any Sector ETFs Reliably Lead or Lag the Market? (CXO Advisory)
- Intrinsic Value: Interest Rates, Inflation, and the Forgotten Concept of Time Value of Money (Philosophical Economics)
- Earnings Expectations and the Dispersion Anomaly (Veenman and Verwijmeren)
- Cognitive Bubbles (Rosa, Meissner and Domenech)
Note: This site provides NO information on our value investing ETFs or our momentum investing ETFs. Please refer to this site.
Join thousands of other readers and subscribe to our blog.
Please remember that past performance is not an indicator of future results. Please read our full disclosures. The views and opinions expressed herein are those of the author and do not necessarily reflect the views of Alpha Architect, its affiliates or its employees. This material has been provided to you solely for information and educational purposes and does not constitute an offer or solicitation of an offer or any advice or recommendation to purchase any securities or other financial instruments and may not be construed as such. The factual information set forth herein has been obtained or derived from sources believed by the author and Alpha Architect to be reliable but it is not necessarily all-inclusive and is not guaranteed as to its accuracy and is not to be regarded as a representation or warranty, express or implied, as to the information’s accuracy or completeness, nor should the attached information serve as the basis of any investment decision. No part of this material may be reproduced in any form, or referred to in any other publication, without express written permission from Alpha Architect.
Definitions of common statistics used in our analysis are available here (towards the bottom)