Ever heard of secret stock market strategies that claim to beat the market? In this episode, we dive into the world of anomaly-based investing and explore a fascinating research paper from top finance scholars at Ohio State, Notre Dame, and Rowan University. The big question: Do these anomalies actually hold up after they’re published, or do they disappear once everyone knows about them?

Join us as we break down 177 anomaly strategies, the difference between in-sample vs. out-of-sample alpha, and why quant investors might have an edge. Can individual investors learn from these pros, or are we all doomed to average returns?

Find the full research paper here: https://community.quantopian.com/c/community-forums/out-of-sample-alphas-post-publication

For more quant-focused content, join us at ⁠⁠⁠⁠https://community.quantopian.com⁠⁠⁠⁠. There, you can explore a wealth of resources, connect with fellow quants, engage in insightful discussions, and enhance your skills through our extensive range of online courses.

Quant Radio is an AI-generated podcast, intended to help people develop their knowledge and skills in Quant finance. This podcast is not intended to provide investment advice.