This is a summary of links featured on Quantocracy on Friday, 02/21/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
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The Massive Performance Divergence Between Large Growth and Small Value Stocks [Alpha Architect]From 2017 through 2019, the Russell 1000 Growth Index returned 20.5 percent per annum, outperforming the Russell 1000 Value Index, which returned 9.7 percent, by 10.8 percentage points a year; and the Russell 2000 Growth Index returned 12.5 percent per year, outperforming the Russell 2000 Value Index, which returned 4.8 percent, by 7.7 percentage points per year. The annual average value premium