MANDATORY read: 30 Years of Evidence for (and against) Anomalous Returns from Cash Flow Statements in the United States and lessons on quantitative validation.

Jan 17, 2023

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This paper contains crucial discussions on controlling for bias in alpha testing under restricted resource environments. Mandatory reading for quant traders looking to strongman their strategy validity, and for quant researchers/academics looking to adopt higher standards in reporting of results.

30 Years Of Evidence For And Against Anomalous Returns From Cash Flow Statements

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Next week is the treatment of Brownian motion in our lecture notes, and the following week another alpha piece. Happy trading.

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MANDATORY read: 30 Years of Evidence for (and against) Anomalous Returns from Cash Flow Statements in the United States and lessons on quantitative validation.

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