Name		Name	Last commit message	Last commit date
Latest commit History 81 Commits
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20060804-Deutsche Bank-The pursuit of alpha 1_the relationship between active analysts and excess.mmap		20060804-Deutsche Bank-The pursuit of alpha 1_the relationship between active analysts and excess.mmap
20060804-Deutsche Bank-The pursuit of alpha 1_the relationship between active analysts and excess.xmind		20060804-Deutsche Bank-The pursuit of alpha 1_the relationship between active analysts and excess.xmind
20101130-Revere Hierarchy Analytics - A More Continuous and Granular Approach to Industry Classification Analysis on the U.S. Equity Market.xmind		20101130-Revere Hierarchy Analytics - A More Continuous and Granular Approach to Industry Classification Analysis on the U.S. Equity Market.xmind
20120131 - Deutsche Bank - Standing out from the crowd.mmap		20120131 - Deutsche Bank - Standing out from the crowd.mmap
20140218 - credit suisse - Quantitative Research - Alpha ideas series Readability – An introduction.xmind		20140218 - credit suisse - Quantitative Research - Alpha ideas series Readability – An introduction.xmind
20140805-Nomura-Signal Weighting Schemes in Portfolio Allocation.mmap		20140805-Nomura-Signal Weighting Schemes in Portfolio Allocation.mmap
20150416 - credit suisse - Quantitative Research - Alpha ideas series Skewness momentum.xmind		20150416 - credit suisse - Quantitative Research - Alpha ideas series Skewness momentum.xmind
201506 -MSCI - Lost in the Crowd - Identifying and Measuring Crowded Strategies and Trades.mmap		201506 -MSCI - Lost in the Crowd - Identifying and Measuring Crowded Strategies and Trades.mmap
20150911-Deutsche Bank - The Quant View - Opportunistic Strategies During Turbulent Times.xmind		20150911-Deutsche Bank - The Quant View - Opportunistic Strategies During Turbulent Times.xmind
20151027 - credit suisse - japan equity quantitative research - Active analyst effect Some estimate revisions are 'smarter' than others.xmind		20151027 - credit suisse - japan equity quantitative research - Active analyst effect Some estimate revisions are 'smarter' than others.xmind
20151218 - credit suisse - japan equity quantitative research - Dual smart revision alert weekly.xmind		20151218 - credit suisse - japan equity quantitative research - Dual smart revision alert weekly.xmind
2016- A Survey on Feature Selection.mmap		2016- A Survey on Feature Selection.mmap
20160205-Credit Suisse-QUANTITATIVE RESEARCH - Alpha Ideas Analyst forecast skewness .xmind		20160205-Credit Suisse-QUANTITATIVE RESEARCH - Alpha Ideas Analyst forecast skewness .xmind
20160516 - Deutsche Bank - Strategy Crowding.mmap		20160516 - Deutsche Bank - Strategy Crowding.mmap
20160706 - credit suisse - japan equity quantitative research - Dual Smart Revision Alert Profit quality over quantity; domestic demand names revised up.xmind		20160706 - credit suisse - japan equity quantitative research - Dual Smart Revision Alert Profit quality over quantity; domestic demand names revised up.xmind
20160712 - credit suisse - japan equity quantitative research - Dual Smart Revision Alert Are revisions toward or away from guidance.xmind		20160712 - credit suisse - japan equity quantitative research - Dual Smart Revision Alert Are revisions toward or away from guidance.xmind
20160728 - credit suisse - japan equity quantitative research - Dual Smart Revision Features of dual smart revision combined with return reversal.xmind		20160728 - credit suisse - japan equity quantitative research - Dual Smart Revision Features of dual smart revision combined with return reversal.xmind
20160825 - credit suisse - japan equity quantitative research - Triple Smart Revisions Adding opinion leaders’ target price data.xmind		20160825 - credit suisse - japan equity quantitative research - Triple Smart Revisions Adding opinion leaders’ target price data.xmind
20160930-RavenPack - Achieve High Capacity Strategies Trading Economically-Linked Companies.xmind		20160930-RavenPack - Achieve High Capacity Strategies Trading Economically-Linked Companies.xmind
2017- 2017 China's Capital Markets - Navigating the Road Ahead.xmind		2017- 2017 China's Capital Markets - Navigating the Road Ahead.xmind
20170207 - Deutsche Bank - Welcoming the year or rooster.mmap		20170207 - Deutsche Bank - Welcoming the year or rooster.mmap
20170301 - credit suisse - Quantitative Research - Stock picking was difficult during reporting period.xmind		20170301 - credit suisse - Quantitative Research - Stock picking was difficult during reporting period.xmind
20170616-UBS-Quantitative Monographs-The hidden value in fund holdings.mmap		20170616-UBS-Quantitative Monographs-The hidden value in fund holdings.mmap
2018 - Andrew Ng - Machine Learning Yearning (Draft Version).xmind		2018 - Andrew Ng - Machine Learning Yearning (Draft Version).xmind
2018- Optimization methods finance （2nd edition）.xmind		2018- Optimization methods finance （2nd edition）.xmind
201809-HSBC-Global Alpha Strategy Handbook, 7th Edition.xmind		201809-HSBC-Global Alpha Strategy Handbook, 7th Edition.xmind
20181101-What Hamilton has to teach us about today's markets.mmap		20181101-What Hamilton has to teach us about today's markets.mmap
20181113-UBS-China Quantitative Do retail investors move China's equity market.xmind		20181113-UBS-China Quantitative Do retail investors move China's equity market.xmind
2019- Capital Fund Management - Packed in like sardines：How crowding in trade flows can adversely affect execution costs.mmap		2019- Capital Fund Management - Packed in like sardines：How crowding in trade flows can adversely affect execution costs.mmap
20190126 - Morgan Stanley - European Quantitative Strategy - Factor Investing Our Integrated Approach.xmind		20190126 - Morgan Stanley - European Quantitative Strategy - Factor Investing Our Integrated Approach.xmind
201902 - Man Group - Crowding.xmind		201902 - Man Group - Crowding.xmind
20190218 - Morgan Stanley - European Quantitative Strategy - Factor efficacy Concentration matters.xmind		20190218 - Morgan Stanley - European Quantitative Strategy - Factor efficacy Concentration matters.xmind
20190311-UBS-Quantitative Monographs-Timing cross asset momentum with crowding.mmap		20190311-UBS-Quantitative Monographs-Timing cross asset momentum with crowding.mmap
20190423 - AQR - You Cant Always Trend When You Want.xmind		20190423 - AQR - You Cant Always Trend When You Want.xmind
20190528 - Morgan Stanley - China Quantitative Strategy - QuantChina Trading Strategy #1 Significant Price Reversal, Especially When Traded Volume Spikes Up.xmind		20190528 - Morgan Stanley - China Quantitative Strategy - QuantChina Trading Strategy #1 Significant Price Reversal, Especially When Traded Volume Spikes Up.xmind
20190529 - Morgan Stanley - China Quantitative Strategy - QuantChina Trading Strategy #2 Uniquely Positive Skewness of Stock Return Distribution (and How It's Linked to the Reversal Factor).xmind		20190529 - Morgan Stanley - China Quantitative Strategy - QuantChina Trading Strategy #2 Uniquely Positive Skewness of Stock Return Distribution (and How It's Linked to the Reversal Factor).xmind
20190530 - Morgan Stanley - China Quantitative Strategy - QuantChina Trading Strategy #4 Liquidity Premium and the Clientele Effect.xmind		20190530 - Morgan Stanley - China Quantitative Strategy - QuantChina Trading Strategy #4 Liquidity Premium and the Clientele Effect.xmind
20190530 - Morgan Stanley - China Quantitative Strategy - QuantChina Trading Strategy #5 Short-term Price Momentum and Daily Price Limits.xmind		20190530 - Morgan Stanley - China Quantitative Strategy - QuantChina Trading Strategy #5 Short-term Price Momentum and Daily Price Limits.xmind
20190604 - Morgan Stanley - China Quantitative Strategy - Launching QuantChina Exploring Alpha Opportunities in China A-shares.xmind		20190604 - Morgan Stanley - China Quantitative Strategy - Launching QuantChina Exploring Alpha Opportunities in China A-shares.xmind
201911 - ClearBridge - Examining Active Crowding.mmap		201911 - ClearBridge - Examining Active Crowding.mmap
20200623-BCA Research - The User Manual On Portfolio Construction Mean-Variance Optimization.mmap		20200623-BCA Research - The User Manual On Portfolio Construction Mean-Variance Optimization.mmap
202010-discovering institutional demand for digital assets in dach region.mmap		202010-discovering institutional demand for digital assets in dach region.mmap
202105 - S&P DJI Digital Assets Indices Policies & Practices and Index Mathematics Methodology.mmap		202105 - S&P DJI Digital Assets Indices Policies & Practices and Index Mathematics Methodology.mmap
ARQ- 2019- Can Machines Learn Finance.xmind		ARQ- 2019- Can Machines Learn Finance.xmind
Abe and Nakayama- 2018- Deep Learning for Forecasting Stock Returns in the Cross-Section.xmind		Abe and Nakayama- 2018- Deep Learning for Forecasting Stock Returns in the Cross-Section.xmind
Aboody and Even-Tov and Lehavy and Trueman- 2018- Overnight returns and firm-specific investor sentiment.xmind		Aboody and Even-Tov and Lehavy and Trueman- 2018- Overnight returns and firm-specific investor sentiment.xmind
Agarwal and Gay and Ling- 2014- Window dressing in mutual funds.mmap		Agarwal and Gay and Ling- 2014- Window dressing in mutual funds.mmap
Aghabozorgi and Seyed Shirkhorshidi and Ying Wah- 2015- Time-series clustering – A decade review.xmind		Aghabozorgi and Seyed Shirkhorshidi and Ying Wah- 2015- Time-series clustering – A decade review.xmind
Aharon and Qadan- 2019- The Size Effect Is Alive and Well, and Hiding behind Calendar Anomalies.xmind		Aharon and Qadan- 2019- The Size Effect Is Alive and Well, and Hiding behind Calendar Anomalies.xmind
Ahern- 2013- Network centrality and the cross section of stock returns.mmap		Ahern- 2013- Network centrality and the cross section of stock returns.mmap
Ahn and Conrad and Dittmar- 2009- Basis Assets.xmind		Ahn and Conrad and Dittmar- 2009- Basis Assets.xmind
Akbas and Jiang and Koch- 2017- The trend in firm profitability and the cross-section of stock returns.mmap		Akbas and Jiang and Koch- 2017- The trend in firm profitability and the cross-section of stock returns.mmap
Alberg and Lipton- 2017- Improving factor-based quantitative investing by forecasting company fundamentals.mmap		Alberg and Lipton- 2017- Improving factor-based quantitative investing by forecasting company fundamentals.mmap
Ali and Hirshleifer- 2019- Shared analyst coverage - Unifying momentum spillover effects.xmind		Ali and Hirshleifer- 2019- Shared analyst coverage - Unifying momentum spillover effects.xmind
Ali and Liu and Xu and Yao- 2016- Corporate Disclosure, Analyst Forecast Dispersion, and Stock Returns.mmap		Ali and Liu and Xu and Yao- 2016- Corporate Disclosure, Analyst Forecast Dispersion, and Stock Returns.mmap
Allen et al- 2018- Dissecting the Long-Term Performance of the Chinese Stock Market.xmind		Allen et al- 2018- Dissecting the Long-Term Performance of the Chinese Stock Market.xmind
Almahdi and Yang- 2019- A constrained portfolio trading system using particle swarm algorithm and recurrent reinforcement learning.mmap		Almahdi and Yang- 2019- A constrained portfolio trading system using particle swarm algorithm and recurrent reinforcement learning.mmap
Altınkılıç and Hansen and Ye- 2016- Can analysts pick stocks for the long-run.mmap		Altınkılıç and Hansen and Ye- 2016- Can analysts pick stocks for the long-run.mmap
Amihud and Goyenko- 2013- Mutual Fund's R2 as Predictor of Performance.mmap		Amihud and Goyenko- 2013- Mutual Fund's R2 as Predictor of Performance.mmap
An and Argyle- 2015- V-Shaped Disposition - Mutual Fund Trading Behavior and Price Effects.mmap		An and Argyle- 2015- V-Shaped Disposition - Mutual Fund Trading Behavior and Price Effects.mmap
An and Wang and Wang and Yu- 2019- Lottery-related anomalies - the role of reference-dependent preferences.xmind		An and Wang and Wang and Yu- 2019- Lottery-related anomalies - the role of reference-dependent preferences.xmind
An- 2016- Asset Pricing When Traders Sell Extreme Winners and Losers.mmap		An- 2016- Asset Pricing When Traders Sell Extreme Winners and Losers.mmap
Anagol and Balasubramaniam and Ramadorai- 2021- Learning from noise - Evidence from India’s IPO lotteries.mmap		Anagol and Balasubramaniam and Ramadorai- 2021- Learning from noise - Evidence from India’s IPO lotteries.mmap
Andrade et al- 2013- Analyst Coverage, Information, and Bubbles.xmind		Andrade et al- 2013- Analyst Coverage, Information, and Bubbles.xmind
Ang et al- 2010- Using Individual Stocks or Portfolios in Tests of Factor Models.xmind		Ang et al- 2010- Using Individual Stocks or Portfolios in Tests of Factor Models.xmind
Ang- 2014- Asset management - a systematic approach to factor investing.mmap		Ang- 2014- Asset management - a systematic approach to factor investing.mmap
Ansell and Moles and Smart- 2003- Does benchmarking help.xmind		Ansell and Moles and Smart- 2003- Does benchmarking help.xmind
Anton and Polk- 2014- Connected stocks.mmap		Anton and Polk- 2014- Connected stocks.mmap
Arnott and Beck and Kalesnik- 2016- Timing 'Smart Beta' Strategies - Of Course! Buy Low, Sell High!.xmind		Arnott and Beck and Kalesnik- 2016- Timing 'Smart Beta' Strategies - Of Course! Buy Low, Sell High!.xmind
Arnott and Clements and Kalesnik and Linnainmaa- 2019- Factor Momentum.xmind		Arnott and Clements and Kalesnik and Linnainmaa- 2019- Factor Momentum.xmind
Arnott and Harvey and Kalesnik and Linnainmaa- 2019- Alice’s adventures in factorland - Three blunders that plague factor investing.mmap		Arnott and Harvey and Kalesnik and Linnainmaa- 2019- Alice’s adventures in factorland - Three blunders that plague factor investing.mmap
Arnott and Harvey and Markowitz- 2018- A Backtesting Protocol in the Era of Machine Learning.mmap		Arnott and Harvey and Markowitz- 2018- A Backtesting Protocol in the Era of Machine Learning.mmap
Artmann et al- 2012- The Cross-Section of German Stock Returns - New Data and New Evidence.xmind		Artmann et al- 2012- The Cross-Section of German Stock Returns - New Data and New Evidence.xmind
Aslan and Kumar- 2016- The product market effects of hedge fund activism.mmap		Aslan and Kumar- 2016- The product market effects of hedge fund activism.mmap
Asness and Frazzini- 2013- The devil in HML’s details.xmind		Asness and Frazzini- 2013- The devil in HML’s details.xmind
Asness et al - 2017 - Quality Minus Junk.xmind		Asness et al - 2017 - Quality Minus Junk.xmind
Asness et al- 2013- Value and Momentum Everywhere.xmind		Asness et al- 2013- Value and Momentum Everywhere.xmind
Asness- 2015- How Can a Strategy Still Work If Everyone Knows About It.mmap		Asness- 2015- How Can a Strategy Still Work If Everyone Knows About It.mmap
Atilgan and Bali and Demirtas and Gunaydin- 2020- Left-tail momentum - Underreaction to bad news, costly arbitrage and equity returns.mmap		Atilgan and Bali and Demirtas and Gunaydin- 2020- Left-tail momentum - Underreaction to bad news, costly arbitrage and equity returns.mmap
Atsalakis and Valavanis- 2009- Surveying stock market forecasting techniques – Part II - Soft computing methods.xmind		Atsalakis and Valavanis- 2009- Surveying stock market forecasting techniques – Part II - Soft computing methods.xmind
Avramov and Cheng and Metzker- 2019- Machine Learning versus Economic Restrictions - Evidence from Stock Return Predictability.xmind		Avramov and Cheng and Metzker- 2019- Machine Learning versus Economic Restrictions - Evidence from Stock Return Predictability.xmind
Avramov and Cheng and Schreiber and Shemer- 2016- Scaling Up Market Anomalies.xmind		Avramov and Cheng and Schreiber and Shemer- 2016- Scaling Up Market Anomalies.xmind
Avramov and Cheng and Schreiber and Shemer- 2017- Scaling up Market Anomalies.xmind		Avramov and Cheng and Schreiber and Shemer- 2017- Scaling up Market Anomalies.xmind
Avramov et al- 2013- Anomalies and financial distress.xmind		Avramov et al- 2013- Anomalies and financial distress.xmind
Backtesting：A Practitioner’s Guide to Assessing Strategies and Avoiding Pitfalls.xmind		Backtesting：A Practitioner’s Guide to Assessing Strategies and Avoiding Pitfalls.xmind
Bai et al- 2016- Have financial markets become more informative.xmind		Bai et al- 2016- Have financial markets become more informative.xmind
Bailey and Borwein and Lopez de Prado and Zhu- 2016- The Probability of Backtest Overfitting.mmap		Bailey and Borwein and Lopez de Prado and Zhu- 2016- The Probability of Backtest Overfitting.mmap
Bailey and Borwein and Lopez de Prado and Zhu- 2016- The Probability of Backtest Overfitting.xmind		Bailey and Borwein and Lopez de Prado and Zhu- 2016- The Probability of Backtest Overfitting.xmind
Bailey and Cao and Kuchler and Stroebel- 2017- The Economic Effects of Social Networks - Evidence from the Housing Market.xmind		Bailey and Cao and Kuchler and Stroebel- 2017- The Economic Effects of Social Networks - Evidence from the Housing Market.xmind
Bailey- 1992- Evaluating benchmark quality.xmind		Bailey- 1992- Evaluating benchmark quality.xmind
Baker and Litov and Wachter and Wurgler- 2010- Can mutual fund managers pick stocks - Evidence from their trades prior to earnings announcements.mmap		Baker and Litov and Wachter and Wurgler- 2010- Can mutual fund managers pick stocks - Evidence from their trades prior to earnings announcements.mmap
Baker and Wurgler- 2006- Investor sentiment and the cross-section of stock returns.xmind		Baker and Wurgler- 2006- Investor sentiment and the cross-section of stock returns.xmind
Baker et al- 2017- Detecting Anomalies - The Relevance and Power of Standard Asset Pricing Tests.xmind		Baker et al- 2017- Detecting Anomalies - The Relevance and Power of Standard Asset Pricing Tests.xmind
Balakrishnan and Schrand and Vashishtha- 2019- Analyst Recommendations and Stock Price Bubbles.xmind		Balakrishnan and Schrand and Vashishtha- 2019- Analyst Recommendations and Stock Price Bubbles.xmind
Bali et al- 2016- Empirical asset pricing - the cross section of stock returns.xmind		Bali et al- 2016- Empirical asset pricing - the cross section of stock returns.xmind
Baltas and Salinas- 2019- Cross-Asset Skew.xmind		Baltas and Salinas- 2019- Cross-Asset Skew.xmind
Baltas- 2019- The Impact of Crowding in Alternative Risk Premia Investing.mmap		Baltas- 2019- The Impact of Crowding in Alternative Risk Premia Investing.mmap
Bandi and Chaudhuri and Lo and Tamoni- 2018- Measuring Horizon-Speciﬁc Systematic Risk via Spectral Betas.xmind		Bandi and Chaudhuri and Lo and Tamoni- 2018- Measuring Horizon-Speciﬁc Systematic Risk via Spectral Betas.xmind
Bao et al- 2020- Detecting Accounting Fraud in Publicly Traded US Firms Using a Machine Learning Approach.mmap		Bao et al- 2020- Detecting Accounting Fraud in Publicly Traded US Firms Using a Machine Learning Approach.mmap

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