Ever heard of secret stock market strategies that claim to beat the market? In this episode, we dive into the world of anomaly-based investing and explore a fascinating research paper from top finance scholars at Ohio State, Notre Dame, and Rowan University. The big question: Do these anomalies actually hold up after they’re published, or do they disappear once everyone knows about them?Join us as we break down 177 anomaly strategies, the difference between in-sample vs. out-of-sample alpha, and why quant investors might have an edge. Can individual investors learn from these pros, or are we all doomed to average returns?Find the full research paper here: https://community.quantopian.com/c/community-forums/out-of-sample-alphas-post-publicationFor more quant-focused content, join us at ⁠⁠⁠⁠https://community.quantopian.com⁠⁠⁠⁠. There, you can explore a wealth of resources, connect with fellow quants, engage in insightful discussions, and enhance your skills through our extensive range of online courses.Quant Radio is an AI-generated podcast, intended to help people develop their knowledge and skills in Quant finance. This podcast is not intended to provide investment advice.

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