Fri. Hot Reads: Quants See ETF Flow Buy Signals

July 20, 2018

Compiled by Staff


Quants Say They Found Way To Profit On ETF Flows (Bloomberg)
Shares prices are seen as being distorted by passive flows before reversing.


Simple Questions To Cut Your ETF Costs (Forbes)
Costs go beyond expense ratios. Here’s what to ask when choosing an ETF. 


MLP ETFs See Massive Trading As Regulators Propose Tax Allowance (Bloomberg)
The largest MLP fund, 'AMLP,' traded 4 million shares in 10 minutes.


The Pareto Principle (Irrelevant Investor)
The five largest S&P 500 stocks have a market cap equal to the bottom 282.


Is Your Long/Short Strategy Working? (WisdomTree)
A deep dive on how 'DYLS' managed to outperform other long/short ETFs since inception.


How Fund Companies Hide Poor Performance (CNBC)
Data on closed funds is lost to the eyes of individual investors as they make decisions about which fund companies and funds to invest in.


Why Duration Less Meaningful For High Yield (MainStay)
Duration isn’t a good metric for determining how well your junk bonds will do in a rising rate environment.


Which Factors Drive Corporate Bond Returns? (Alpha Architect)
A look at a paper outlining a four-factor model for estimating corporate bond returns.


Idiosyncratic Small-Cap Stocks: How To Manage Volatility (WisdomTree) 
Small-caps can outperform over the long run, but they come with higher volatility.

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