Recent Content by systematicinvesting

  1. Hiring someone to replicate an academic article

    As far as the "size" style is concerned, the paper doesn't disagree with you. On page 29, it says "There are two additional styles that readers...
    Post by: systematicinvesting, Dec 5, 2023 in forum: App Development

  2. Hiring someone to replicate an academic article

    That MDD is only for the Value style. What the paper recommends is to combine the 4 styles into 1 portfolio in order to benefit from...
    Post by: systematicinvesting, Dec 5, 2023 in forum: App Development

  3. Hiring someone to replicate an academic article

    Thanks for your response. I agree that the main work here involves collecting and then preparing the data for the back-test. The Python code...
    Post by: systematicinvesting, Dec 4, 2023 in forum: App Development

  4. Hiring someone to replicate an academic article

    I did, but couldn't find any fund that replicates the strategy mentioned in the article. Do you know of one?
    Post by: systematicinvesting, Dec 4, 2023 in forum: App Development

  5. Hiring someone to replicate an academic article

    I just read this paper: https://www.aqr.com/-/media/AQR/Documents/Insights/Journal-Article/JOIM-Investing-With-Style.pdf from AQR. The article...
    Thread by: systematicinvesting, Dec 4, 2023, 22 replies, in forum: App Development