How the availability of alternative data affects the performance and investment strategies of active mutual funds and much, much more more!
Oil trading – a unique opportunity to understand stochastic inventories with boundary conditions from “stock-outs” to “tank-tops” followed by practical risk premia and other trading strategies from a successful and experienced trader.
The asset pricing in a granular economy. A few firms are exceedingly large. Results: reduced diversification across stocks and heightened aggregate risk.
ETF flows, mispricing and stock price dynamics by Giuliano De Rossi of Goldman Sachs – ETF flows affect t+1 intraday stock trading volume and volatility with cross-impact implications.