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.
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Definitions of common statistics used in our analysis are available here (towards the bottom)