Alpha in Academia
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Recent Academic Research
Uncovering structural market fragilities, algorithmic liquidity shifts, and hidden portfolio optimization traps through recent academic research.
8 hrs ago
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Alpha in Academia
7
A Drift, Not an Event
[WITH CODE] The standard way of measuring publication-driven arbitrage returns a number whether or not publication does anything
Sep 18
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Alpha in Academia
7
Anomalies Before Anyone Found Them
[WITH CODE] 210 published anomalies, four regimes, and returns that look about the same before discovery as after publication
Sep 17
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Alpha in Academia
10
Recent Academic Research
Hindsight regime labels, candle-nesting turning points, DeFi rates tracking Treasuries, and green hydrogen herding under energy shocks
Sep 12
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Alpha in Academia
22
2
Why Sophistication Isn't the Edge
[WITH CODE] A quantitative audit of tactical asset allocation reveals why sophisticated dynamic optimizers can underperform simple strategic mixes when…
Sep 10
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Alpha in Academia
11
Recent Academic Research
Across tactical allocation, central bank comms, factor models, ETF momentum, and digital money: financial outcomes are dictated by institutional design…
Sep 4
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Alpha in Academia
13
2
Where Compute Stopped Depreciating
[WITH CODE] The H100 rental curve quit pricing obsolescence at the end of last year. The A100 curve, built the same way from the same data, never did.
Sep 4
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Alpha in Academia
10
August 2026
Recent Academic Research
Japanese pre-announcement drift, crash reversion counting illusions, investment grade ETF fire sales, and dual-class entrenchment myths
Aug 30
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Alpha in Academia
10
1
The Options Market Knows Something About Next Week. It Guesses About Next Quarter.
[WITH CODE] Why a forward-looking volatility signal beats history at five days, fails at three months, and what a one-line fix actually repairs.
Aug 28
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Alpha in Academia
10
Recent Academic Research
Dissecting Social Security’s structural debt trap, phantom sector rotation signals, the tipping points of crowded models, VIX horizon limits, and how to…
Aug 24
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Alpha in Academia
14
Quarter-End Is a Tail Event
[WITH CODE] Quarter-end funding pressure measured in the tail of the SOFR distribution rather than the middle
Aug 21
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Alpha in Academia
12
Recent Academic Research
Closing-bell volatility measurement failures, repo borrowing inelasticity, compute-network funding fragility, and ESG ratings versus carbon performance
Aug 18
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Alpha in Academia
14
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