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Alpha in Academia

Hundreds of paid subscribers

A curated newsletter featuring recent academic papers on financial markets, economics, and quantitative finance.

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Substack
PricingFreemiumPublishesTwice weekly
Issues146Founded2 years agoLast Issue9 days ago
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Latest Issues

Recent Academic Research

Welcome back to another issue of Recent Academic Research!

Let’s get into it.


Fifteen Minutes Before the Close

The 4:00 PM close, the timestamp the entire derivatives industry marks its books against, has quietly become the w...

9 days ago
12

The Odds Lead the Tape

[WITH CODE] During the 2024 election, a $4 billion prediction market moved next-day returns in bank stocks, the dollar, and Treasuries. A deep dive into what it actually reveals.

13 days ago
7
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Recent Academic Research

Welcome back to another issue of Recent Academic Research!

Let’s get into it.


Private Equity's "Free Lunch" Was Just a Pricing Illusion

When you value buyout funds at real market prices instead of sponsor-reported estimates, th...

16 days ago
13

Carry's Zero

[WITH CODE] Twenty years of the G10 carry trade returned nothing. The average is hiding two regimes, and only one of them is worth holding.

18 days ago
10
Paid

Recent Academic Research

Welcome back to another issue of Recent Academic Research!

Let’s get into it.


Alpha from Mandelbrotian Prices

The most accurate option pricing model turned out not to be the most profitable one.

The authors ran five pricing...

23 days ago
11

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  • Alpha in Academia

    A curated newsletter featuring recent academic papers on financial markets, economics, and quantitative finance.

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