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Papers With Backtest: An Algorithmic Trading Journey

Papers With Backtest: An Algorithmic Trading Journey

Exploring Quality Minus Junk

· 10 min

Notatki do odcinka

Have you ever wondered how some stocks consistently outperform the market while others languish in obscurity? In this riveting episode of the Papers With Backtest: An Algorithmic Trading Journey podcast, we dive deep into the groundbreaking research paper "Quality Minus Junk" by Asness, Frazzini, and Peterson, published in October 2013. This pivotal work reshapes our understanding of stock quality, revealing how the characteristics of profitability, growth, safety, and payout can be quantified to create a powerful quality score for stocks.
Join our expert hosts as they dissect the…

Strona: podcast.ausha.co

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