academia research papers on stock trading

Discussion in 'Educational Resources' started by aqtrader, Jun 12, 2017.

  1. aqtrader

    aqtrader

    just stumbled over a bunch of academia research papers on stock trading on arXiv.org by typing "stock trading" in the search box. interesting to know there are a lot of researchers, mostly probably students, are working hard to search a light in the stock market. anyway, share it here with ETers some of them might see something interesting there too.
     
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  3. Sig

    Sig

    There is definitely some interesting stuff to be found. Generally most of it can and will be arb'd away as soon as anyone big catches on, so the trick is to pick it up as soon as it comes out and ride it as long as you can. Even better use their work to brainstorm your own ideas, people a lot smarter than me often allow me to put connections together that I wouldn't have thought of without the external stimulation. Also, occasionally an idea will come along where some big player is essentially forced to lose money that you can pick up because of various structural issues. A good example of this was the timeline arbitrage on mutual funds, which continued to exist for years after numerous academic papers had been written showing the abnormal profits it yielded. That opportunity might still be around but for a few mutual fund employees that let certain customers put orders in after the cutoff, which somehow got conflated with the timeline arbitrage deal and killed it all.
     
    aqtrader likes this.
  4. tommcginnis

    tommcginnis

    "+1" yup yup yup....
     
  5. DaveV

    DaveV

    Try CXO Advisory, https://www.cxoadvisory.com/
    Each day they analyze one trading strategy or research paper, and give the theoretical trading result of following the strategy.
    Also has links to best strategies.
    Not free, but reasonable subscription cost.
     
    aqtrader likes this.