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Most back testing frameworks model slippage. It is worth knowing what it is.
January 8, 2014 by Tucker Balch
Low volatility stocks and ETFs seem to perform better than they ought to. In recent years they have provided similar returns to the overall market, but with lower risk. This phenomenon is referred to as “the low volatility anomaly.” We take a statistical look at the question to see if we can find clues to […]
January 20, 2014 by Tucker Balch
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