Costs-and-Fees
- This week in research: a detectable pattern is not an edge
Finance research on the gap between finding a pattern and keeping it: trading costs, falsification tests, signal libraries, ETF tax structure and framing bias.
- This week in research: the gap between a prediction and a working rule
New research on retail signal families, machine-learning timing models, quantum kernels and accounting anomalies, and what an edge must survive to count.