THE ALPHA INTERFACE

The Alpha Interface series is meant to shine a spotlight on scientific studies that would otherwise remain largely hidden from traders. It is a compendium of empirical results, selected and reported after careful review of a much larger universe of published, academic papers. This thorough review is one of the major advantages for readers who will not have to wade through all of the studies that were (and were not) included... As an acknowledgment of this profound truth about the ever-changing markets, I have made a point of using the past, or present perfect, tense when describing the research findings in this book. (Present perfect describes actions that have happened at some point in the past. For example, this researcher has found that… Present perfect is also used to describe changes over time, such as: this research has demonstrated that…) I have avoided describing any of the findings in this book as statements of invariant scientific truths. Although the questions used in the..