This is a summary of links featured on Quantocracy on Friday, 07/07/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
-
Do Security Analyst Recommendations Bet on or Against Academic Findings? [Alpha Architect]As my co-author Andrew Berkin, the director of research for Bridgeway Capital Management, and I explain in our new book, Your Complete Guide to Factor-Based Investing, there is considerable evidence of cross-sectional return predictability. Citing more than 100 academic papers, we present the evidence of predictability for both equity and bond factors. And since the research is well known,