Quantocracy

Quant Blog Mashup

ST
  • Quant Mashup
  • About
    • About Quantocracy
    • FAQs
    • Contact Us
  • ST

Quantocracy’s Daily Wrap for 05/05/2021

This is a summary of links featured on Quantocracy on Wednesday, 05/05/2021. To see our most recent links, visit the Quant Mashup. Read on readers!

  • Resurrecting the Value Premium [Alpha Architect]

    The dramatic underperformance of value stocks as defined by the HmL (the return on high book-to-market stocks minus the return on low book-to-market stocks) since 2017 has led many to question the existence of the value premium. The recent drawdown has been by far the largest ever experienced. From January 2017 through August 2020, the Fama-French small value research index produced a total return

Filed Under: Daily Wraps

Welcome to Quantocracy

This is a curated mashup of quantitative trading links. Keep up with all this quant goodness via RSS, Facebook, StockTwits, Mastodon, Threads and Bluesky.

Copyright © 2015-2025 · Site Design by: The Dynamic Duo