Research links: textual analysis

Lists

• The two winners of the AQR Insight Award for 2018. (aqr.com)
• A round-up of some recent research papers on factor investing. (capitalspectator.com)

Performance

• How goes the 2018 'Factor Olympics'? (factorresearch.com)
• How various tactical asset allocation strategies performed in June 2018. (allocatesmartly.com)

Active management

• Can you pick investment managers better than an algorithm? Take this survey to find out. (blogs.cfainstitute.org)
• How active management alpha varies across market cycles and what is different about quant strategies. (alphaarchitect.com)
• Under what circumstances does active management outperform? (blog.thinknewfound.com)

Textual analysis

• Can textual analysis better measure financial constraints than actual financials? (alphaarchitect.com)
• Spikes in investor sentiment, as measured by Twitter and StockTwits data, coincide with liquidity droughts. (papers.ssrn.com)

Research

• Sequence of returns risk matters in retirement: how to build a better glidepath. (blog.thinknewfound.com)
• How investors actually use multi-asset class strategies. (gmo.com)
• When happens when you combine low-vol and momentum barbell-style? (fortunefinancialadvisors.com)
• Under what conditions does beta actually matter to returns? (alphaarchitect.com)
• Why you should avoid private real estate assets. (etf.com)