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Are there any implementation issues

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Reference no: EM132220813

Individual Research Summaries: You are required to identify 1 practitioner-friendly articlespublished in the Journal of Finance, the RFS, the JFE, or JFQA, and draft a summary (3 pages, max) that covers the following elements:

• Strategy Overview

How does the strategy work? How does it perform?

• Data Requirements

What data is required to implement? What data was used to backtest?

• Discussion

What isthe economics behind the strategy? Why does it work? Why are the markets inefficient?

• Commentary

Are there any implementation issues? Liquidity? Short-sell constraints?Are there environments in which the strategy will thrive or suffer?

Reference no: EM132220813

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