Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s edition including a look at what drives the stock-bond correlation.

Quote of the Day

“Put simply: traditional portfolios take the escalator up and the elevator down. Trend overlays take the escalator down and the elevator up.”

(Jose Ordonez) Chart of the Day

Managed futures have been a disappointment YTD. (chart via YCharts)

(priceactionlab.com) Quant stuff Alternatives Research

Keep reading this article on Abnormal Returns Blog.

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