New paper highlights how #AI can not only uncover stock prediction signals but also 'write' the paper after the results are known: Hypothesizing After Results are Known (HARK). A warning to quants: AI just leveled up. Mihail Velikov shorturl.at/GsAFi

Happy 2025! January often sees momentum stocks falter and defensive value stocks shine. Will this year follow the pattern? Let’s find out!

This weekend DeepSeek became more popular on US Google searches than Gemini and Chat GPT. With its cost-effective model, it's prompting a reevaluation of the high valuations of some AI giants. Could this trigger a disruptive shakeup? 📉💡 #AI #Disruption #DeepSeek

New paper alert! The authors uncover five factors which best price corporate bonds: the market, short-maturity, bond value, equity momentum, and accruals factors. Results are supportive for factor based systematic active and defensive strategies. A great (long) read. Link:

Last Friday, the S&P500 surged in the final hours—month-end rebalancing in action? As bonds rallied and stocks dipped in Feb, the shift was clear. Popular new paper by Campbell Harvey (camharvey.eth) eth al reveals this costs investors $16B yearly & enables front-running. shorturl.at/Bp3ZK

Fresh update: Low-volatility data now 10 years out of sample! The paradox persists. Check the latest data here: paradoxinvesting.com/data Jan de Koning

Investing quote of the day:

72 ways to craft a low-vol portfolio—all work (sort of). Check out Cirulli et al.’s new paper on low-risk investing shorturl.at/W2Iyd

Good prompts unlock gold. Try this: "Give me top 10 quantitative investing papers via SSRN, experts, top journal citations". Grok and ChatGPT give me similar answers.

Ready to rethink risk & return? I’ve shared 5 game-changing books that shaped my perspective, now featured on Shepherd.com 📚 Jan de Koning Dive in! shepherd.com/best-books/cha…

New Blog! When the Equity Premium Fades, Alpha Shines wp.me/p1SgTN-unW via CFA Institute Research and Policy Center

FRESH OF THE PRESS: Caveats of Simple Factor Timing Strategies 👇 papers.ssrn.com/sol3/papers.cf…

Congrats to Laurens Swinkels on reaching 100,000 downloads on SSRN! 🎉 Highly recommend his work on The Global Market Portfolio — essential reading for any long-term investor.👉papers.ssrn.com/sol3/cf_dev/Ab…

Happy to share our brand new paper, "Factoring in the Low-Volatility Factor," done with Amar and Guido Baltussen! It reveals why the low-volatility factor is missing from standard models, highlighting asymmetry in factor alpha and real-world frictions. Table below shows some key

Is there an inflation premium in the cross-section of stock returns? Not according to this study: shorturl.at/3sb0j

Chasing Buffett: Can You Get Berkshire Returns Without the Oracle? mebfaber.com/2025/06/23/cha… via @Meb Faber Research - Stock Market and Investing Blog

No Asset Is Safe—But Some Lose Less - CFA Institute Enterprising Investor shorturl.at/7Jiqy