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Jack Vogel - Momentum in Theory, Momentum in Practice (S1E6)

Flirting with Models

CHAPTER

Is the Y Sufficient to Use an Anomaly?

hawle: Much of the quantitative finance space is based on this idea that we're looking back at historical returns. And to me, often that hy an anomaly exists is somewhat hypothetical. It's not necessarily proven out in the data that we're speculating," he says. "I think going forward, if you're trying to do any sort of factor investing, you kind of want to know why"

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