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The Sober Quant
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Quantitative Research, Analysis and Trading
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The Sober Quant
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The Sober Quant – Quantitative Research, Analysis and Trading Skip to content The Sober Quant Menu Contact Glossary Quantitative Research, Analysis and Trading Examining Short Term Reversals in Stocks – Part 1 (Returns Data) February 8, 2018 February 8, 2018 Introduction: Short-term reversals, including intraday and monthly reversals, are well-known in academic literature and are observable in the markets every day. This phenomenon persists across many different asset classes, especially stocks. There are many theories to explain this phenomenon. Some say the reversions are news-driven, in that when there is new information (e.g. Earnings or […] Posted in Equities , Factor Modeling , Technicals © 2023 The Sober Quant • Slightly Theme
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6 - followingthetrend.com, quantnews.com, quantocracy.com, quantstart.com, alphaarchitect.com, slightlytheme.com
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