In recent years there has been a tremendous growth in readily available news related to
traded assets in international financial markets. This financial news is now available through …

Discover the ins and outs of designing predictive trading models Drawing on the expertise of
WorldQuant's global network, this new edition of Finding Alphas: A Quantitative Approach to …

This chapter is related to three streams of the literature. First, it follows the studies that
attempt to improve the forecast of beta by means of fundamental variables. Second, it adds …