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Quant Radio: Trading Delays That Devour Your Bond Market Profits
Dive into the intricate world of corporate bond factor investing, where traditional strategies meet unexpected market challenges. In this groundbreaking exploration, researchers uncover the hidden complexities that can dramatically erode investment returns. By examining 341 potential factors and rigorously testing them against real-world trading conditions, the study reveals a stark reality: only a handful of factors survive when transaction costs and market delays are considered.
It's a must-listen for anyone seeking to understand the nuanced challenges of sophisticated investment strategies, challenging conventional wisdom and providing a realistic view of factor investing's true potential.
Find the full research paper here: https://community.quantopian.com/c/community-forums/factor-investing-with-delays
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.
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By QuantopianDive into the intricate world of corporate bond factor investing, where traditional strategies meet unexpected market challenges. In this groundbreaking exploration, researchers uncover the hidden complexities that can dramatically erode investment returns. By examining 341 potential factors and rigorously testing them against real-world trading conditions, the study reveals a stark reality: only a handful of factors survive when transaction costs and market delays are considered.
It's a must-listen for anyone seeking to understand the nuanced challenges of sophisticated investment strategies, challenging conventional wisdom and providing a realistic view of factor investing's true potential.
Find the full research paper here: https://community.quantopian.com/c/community-forums/factor-investing-with-delays
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.