lukestein’s avatarlukestein’s Twitter Archive—№ 3,163

    1. …in reply to @dbergstresser
      @dbergstresser @RavagerMog @nikir1 @WGoetzmann A few random relevant pointers: @arpitrage and I have had some Twitter correspondence about 13F replication strategies, e.g., @lukestein/1108417690819977216
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  1. …in reply to @lukestein
    @dbergstresser @RavagerMog @nikir1 @WGoetzmann @arpitrage And George Aragon has done some thinking about how copycatting can improve returns for the leader (as Dan suggests; George mentioned in the conference discussion I reference here): @lukestein/1121825667031683072
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    1. …in reply to @lukestein
      @dbergstresser @RavagerMog @nikir1 @WGoetzmann @arpitrage Remembered I had one more reference on this: By at least one measure, the funds whose performance deviates from the 13F-replication performance (i.e., are “more active”) perform better! fmaconferences.org/2018Trading/AbsoluteReturnWedge26_09_2017.pdf
      oh my god twitter doesn’t include alt text from images in their API
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