Explore the research by topic.
Follow an investment question across published studies and house tests. Each brief identifies its original source and research status.
Insider Trading
Research on disclosed insider transactions and the challenge of separating information from routine trading.
2 briefs →Machine Learning
Research on statistical learning in finance, including model objectives, overfitting, and portfolio use.
7 briefs →Market Microstructure
Research on trading mechanics, information flows, liquidity, and implementation frictions.
4 briefs →Momentum
Research on return continuation, earnings timing, and the practical limits of momentum signals.
2 briefs →News and Sentiment
Research on news, investor attention, and the consequences of incomplete information coverage.
2 briefs →Options
Research on options, hedging, volatility models, and the cost of carrying protection.
3 briefs →Paper Reviews
Reviews of published findings and implementation questions. These reviews do not imply a completed house replication.
16 briefs →Portfolio Construction
Research on portfolio weights, diversification, rebalancing, and the gap between backtests and implementation.
10 briefs →Replication Tests
Briefs with house tests. Read each study’s status and limitations to distinguish a partial replication from an executable strategy.
6 briefs →Return Predictability
Research on forecasting returns, choosing prediction targets, and testing whether signals survive implementation.
8 briefs →Risk Management
Research on drawdowns, leverage, model uncertainty, and the limits of historical risk estimates.
5 briefs →Risk Models
Research on covariance, correlation, missing data, and the models used to allocate and measure portfolio risk.
6 briefs →Tail Risk
Research on extreme losses, crash protection, and risks that summary performance statistics can miss.
3 briefs →Trend Following
Research on trend strategies, return distributions, and protection across different market environments.
2 briefs →Volatility
Research on volatility dynamics, volatility-linked strategies, hedging, and drawdown measurement.
5 briefs →