A Finance Professor's blog.
I am a Professor of Finance in the Poole College of Management at NC State University.
My website: https://sites.google.com/ncsu.edu/warr
Opinions are my own.
Wednesday, December 3, 2014
AQR puts data library online
AQR - the investment firm, has published the data sets used in its research papers. A great resource for those interested in testing out momentum and other strategies!
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