▶H-059 · cross-sectional
Testing the shorting premium: what a rebalancing bug taught us
Empty because: a short leg that loses once positions are held for the month, and a fee ranking that does worse than random
Videos
One episode a week: the chart they show you, where we cast, what we found and what we learned, told for someone who is new to trading. Each episode has a short and a full log entry with the gate table. Subscribe on YouTube to get them first, or watch them in order as a playlist.
Latest episode
▶All episodes
▶H-042 · event / calendar
The post-earnings bounce did not survive our cost assumptions
Empty because: net return of zero in one variant and of the opposite sign in the other
▶H-044 · trend / momentum
Short-term momentum in large caps: no robust edge in our test
Empty because: negative net return, and no convincing evidence that the ranking added value before costs
▶H-016 · carry / funding
Collecting the funding rate is not free money. The price eats what the funding pays
Empty because: an out-of-sample Sharpe of zero, a ranking indistinguishable from rotating at random, and the whole edge living in one month