@jsfinancials: Research papers 🤝 model hypothesis #jsfinancials #quant #trading #quanttrading #quantitativefinance

jsfinancials
jsfinancials
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Region: AU
Tuesday 18 August 2026 10:06:22 GMT
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dealezzxyaq
dealezzxyaq :
2x leverage on MNST beats that
2026-08-19 19:17:38
0
pontic_child
Pontic_Child :
its apparently an alpha but im pretty sure its just a hidden premium as you cant predict when momentum stops, you get a sudden mean reversion, and you get anihalated. So the premium here is probably along the lines of providing liquidity to determine if the valuation is valid until it gets objectively revealed
2026-08-19 18:33:14
1
russdrake5
russdrake :
Haven’t read the paper yet, but how does it compare to Fama French 5 factor model ?
2026-08-19 03:50:52
1
brianpulliam21
brianpulliam2 :
It’s called the momentum factor. Very well known rewarded factor. There are others.
2026-08-19 06:12:42
5
user620704556
user620704556 :
no fund runs more than 100bill as of right now
2026-08-18 20:00:58
5
joannedaki74
JoanneDaki74 :
is it like the Turtles method?
2026-08-18 13:26:49
1
lunathemerlegirl
Luna :
are you reading from ai?
2026-08-19 05:48:29
1
sphinxforex
SphinxForex :
Why would teach when you can make money yourself?
2026-08-18 21:19:03
22
01moneymonster
user1493997517236 :
Markets can be counter intuitive
2026-08-19 07:20:04
1
lulu566791
lulu :
where do you get those papers?
2026-08-18 10:30:14
4
baba13_310
baba13_310 :
hi , is it possible to get the link of this paper please ?
2026-08-18 14:25:06
1
techflu2
techflu2 :
Bc institutions can’t successfully stop and target an edge with a positive feedback loop. They can delay, route orders away and try to persuade public opinion that’s it. That’s why they did so much cheating during the gme /amc short squeezes
2026-08-18 16:44:14
1
sudomike
Sudomike :
Bro half the freaking world rebalances, so I’d say a few have read it.
2026-08-18 20:55:05
1
bomboklatt11
Bomboklatt11 :
whats the best reseach strategy example against Propfirms?
2026-08-18 16:39:17
1
qapmoc9960
User543322879 :
https://doi.org/10.1111/0022-1082.00342
2026-08-19 15:00:19
2
ssssssss18181
S :
hihi titman
2026-08-19 11:10:50
1
dk207020
dk2070 :
Two years ago I trained a few ai models with some strategies inlcuding this one to see if they can detect/accept the wins and start using it, and this is the only one the model actually started copying and winning with
2026-08-18 20:52:22
1
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