This is a summary of links featured on Quantocracy on Saturday, 07/29/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
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Micro Caps, Factor Spreads, Structural Biases, and the Institutional Imperative [Factor Investor]So far in this series, weve covered faulty benchmark construction, the wide array of fundamental drivers, and the critical importance of quality in cutting through the noise among micro cap stocks. Now, we turn to the largest factor spreads Ive come across in any segment of the market, real world considerations for implementation, and why the dichotomy of scale versus alpha could result in a