This is a summary of links featured on Quantocracy on Saturday, 04/22/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
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“Alternative” Facts about Formulaic Value Investing [Alpha Architect]A new paper, Facts about Formulaic Value Investing, is making the rounds and professes to plunge a dagger directly into the heart of systematic value investors. Half of my inbox is filled with questions regarding this paper, since we are considered by some rightly or wrongly to be experts on systematic value investing. The implication from the research piece is that systematic