Weekly Top 5 Papers – April 15, 2019

1. Time-Series Momentum: A Monte-Carlo Approach by Clemens Struck (University College Dublin) and Enoch Cheng (University of Colorado at Denver – Department of Economics) During my days as an undergraduate student, my professors showed me a set of very simple trading strategies such as the carry trade. Such strategies are usually referred to as “factor investment”. …

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Weekly Top 5 Papers – April 8, 2019

1. Market Risk Premium and Risk-Free Rate used for 69 countries in 2019: a Survey by Pablo Fernandez (University of Navarra – IESE Business School) and Mar …

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Weekly Top 5 Papers – March 25, 2019

1. Bitcoin Spreads Like a Virus by Timothy Peterson (Cane Island Alternative Advisors) bitcoin virus 3.23.2019 from cane island on Vimeo. 2. Entrepreneurial …

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