latest notes
- 2026-05-18Cross-sectional momentum in EM small caps, post-2018#factors#momentum#em#small-cap
- 2026-04-30Notes on Asness '24 — the HML measurement margin#factors#value#literature
- 2026-04-12Vol-targeting is a leverage rule, not a signal#risk#portfolio-construction#factors
- 2026-03-28PEAD revisited — what changed after the 2023 disclosure rules#alt-data#microstructure#earnings
- 2026-03-15Microcap liquidity tiers and the implementable-alpha frontier#microstructure#small-cap#implementation
world equity indices · WEI
indexytdlastnet chg%chg%ytdtime
Americas
DOW JONES··························
S&P 500··························
NASDAQ··························
RUSSELL 2000··························
S&P/TSX··························
EMEA
EURO STOXX 50··························
FTSE 100··························
DAX··························
APAC
NIKKEI 225··························
HANG SENG··························
live · Yahoo Finance · index points, native currency · quotes may be delayed
now
reading
- ·Asness — Devil in HML's Details (2024)
- ·Lo — Adaptive Markets
- ·Soltes — Why They Do It
building
- ·this site
- ·QMJ tracker for EM
- ·Post-earnings drift screen, v3
thinking about
- ·Whether momentum decay is real or a data-mining artifact
- ·How much of factor crowding is just correlated risk
- ·When alt data stops being alt
listening
- ·Pod: Excess Returns — recent ep with Antti Ilmanen
updated Thu May 21 2026 00:00:00 GMT+0000 (Coordinated Universal Time)