AI & Algo Trading

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Low Risk Anomaly Everywhere - Evidence from Equity Sectors

blog.edarchimbaud.com

Low Risk Anomaly Everywhere - Evidence from Equity Sectors

edarchimbaud
Sep 8, 2023
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Share this post

Low Risk Anomaly Everywhere - Evidence from Equity Sectors

blog.edarchimbaud.com
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Original paper

SSRN-id2527852.pdf

Trading rules

  • Investment universe: Global or US large-cap stocks

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