Systematically Biased
Finance academic and lifelong quant sharing practical research insights on systematic trading, empirical asset pricing, and forecasting.
| Platform |  | Pricing | Freemium | Publishes | Twice weekly |
|---|---|---|---|---|---|
| Issues | 23 | Founded | 4 months ago | Last Issue | 9 days ago |
| Active | |||||
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systematicallybiased.substack.comLatest Issues
What Drives the Performance of Machine Learning Factor Strategies?
This week I’ll be heading to Braga in Portugal for the FMA European meeting, where I’ll be presenting a paper on forecast combination approaches for covariance matrix estimation. I will also be discussing the paper “What Drives the Performa...
The Pre-IPO Bailout
On November 18, 2008, the U.S. Senate Banking Committee held a hearing to evaluate the need for a $25 billion working capital ‘‘bridge loan’’ from the U.S. government to rescue domestic automakers.
The hearing lasted for over four hours....
Resources to Learn for Free*
The internet is full of amazing resources to learn just about anything. I see a lot of “bite-sized” content around, by which I mean short pieces, to be consumed quickly, that provide explanations or summaries of complicated concepts or topi...
Pockets of Replicability (Post #6)
In asset pricing, a stochastic discount factor (SDF) is a special random variable with the property that the price of any asset i can be obtained as the expected value of the asset’s payoff multiplied by the SDF:
The existence of a strict...
Backtesting Mean-Variance Alternatives
In a previous post, I discussed several alternatives to mean-variance optimization (MVO), which are summarized below:
In this post, I’m going to put them all to the (back)test. To keep things simple but also practical, I’ll use a common un...
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The writers behind this newsletter.
Finance academic and lifelong quant sharing practical research insights on systematic trading, empirical asset pricing, and forecasting.
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