An Auditable Public-Data U.S. Equity Research Pipeline: Point-in-Time Factors, Asset Pricing, Portfolio Construction, and Walk-Forward Machine Learning
A reproducible pipeline for factor research finds no model reliably beats simple approaches after accounting for transaction costs in point-in-time factor tests.
Featured in No. 133 on 2 Oct 2026 · 4 days after release
- Released
- 28 Sep 2026
- First featured
- No. 133 · 2 Oct 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 2 of 5
- Identifier
- SSRN 7528419
- Authors
- Amit Kumar Dudi
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).