Below is a weekly summary of our research findings for 11/19/18 through 11/23/18. 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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- Most Stock Anomalies Fake News?
Evidence indicates that most published U.S. stock market anomalies are not replicable after reasonably demoting microcaps to a very minor role, and especially after raising the threshold for significance to account for data snooping. - Most Effective U.S. Stock Market Return Predictors
Evidence indicates that U.S. stock market forecasts based on the term structure of interest rates (first) and PMI (second) are consistently superior to those based on historical mean return. - Leveraged ETF Pairs Performance
Evidence indicates the potential for attractive returns from shorting combinations of leveraged and inverse leveraged equity index funds. - Investment Strategy Development Coursework
Although presented in the context of machine learning, many principles addressed apply to investment strategy development generally.
