This is a summary of links featured on Quantocracy on Thursday, 10/12/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
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Dividend Capture Strategy: Trade Execution Matters [Alpha Architect]One area in investing that is often overlooked by investors is trade execution, which relates primarily to commissions, bid-ask spreads, and price impact. Yet sometimes it is trade-execution alone that can make the difference between and profitable trade and an unprofitable one. In a new paper, Ex-Dividend Profitability and Institutional Trading Skill, by Henry and Koski, the authors examine