This is a summary of links featured on Quantocracy on Monday, 01/11/2021. To see our most recent links, visit the Quant Mashup. Read on readers!
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Musings about Factor Exposure Analysis [Factor Research]There are few alternatives to regression analysis when explaining investment performance Too few as well as too many independent variables can be problematic The results are often not intuitive, but also encourage asking further questions that may prove insightful INTRODUCTION The older I become, the less I feel I know anything with certainty. Almost every aspect of life seems to have various