Below is a weekly summary of our research findings for 1/19/21 through 1/22/21. These summaries give you a quick snapshot of our content the past week so that you can quickly decide what’s relevant to your investing needs.
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- Timing GBTC Based on Its Inferred Premium
Evidence from a very short sample suggests that SMA signals applied to the GBTC premium may be useful for valuation-based trading. - Intangible Value Factor
Evidence indicates that including intangible assets in book value substantially improves accuracy and usefulness of the Fama-French 5-factor model of stock returns. - Machine-assisted Stock Price Pattern Analysis
Evidence indicates that machine learning designed for image analysis may be effective in discovering stock price patterns that predict stock returns over the short term. - Crypto-assets as Currencies
Theory suggests that bitcoin is in a bubble, and the prospect that it or any other crypto-asset will expand its market beyond a narrow clientele of speculators, traders in illicit goods/services and extreme libertarians seems remote.
