Quant Letter: August 2023, Week 1
Weekly quantitative finance newsletter
This Week’s Research
Last week, after posting a paper that initially had zero views, it quickly garnered 300 downloads and 500 abstract views. You not only read abstracts, but also read papers, kudos.
Today, we're highlighting another high-quality paper that has received fewer downloads. This research investigates whether new data erodes the advantage of active fund managers with industry expertise. Additionally, we have two other papers of interest to highlight and a further 80 or so links:
Featured Paper 1: Displaced by Big Data
Featured Paper 2: Deep Learning for Corporate Bonds
Featured Paper 3: Exploiting the dynamics of commodity futures curves