Joined Nov 11, 2007
1,458 Blog Posts

What I’m Reading This Weekend

Custom Slippage: Modeling Transaction Costs for Algorithmic Strategies

Testing Market Regime Indicators

Combining value and momentum (HT Asness)

Stock Market Behavior Around Mid-year and 4th of July

$SPY Bounces More than 1% from 20 Day Intra-day low during Bull Markets – Bullish or Bearish ?

You can find these articles and more over at the Whole Street.

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