Lmao at this “hedge fund replication” strategy that “outperforms the SPX from 2008-20”, based on following 13F filings for 40 hedge funds *that were selected because they outperformed the SPX from 2008-20* https://imarketsignals.com/2021/outperforming-the-sp-500-with-50-consensus-stock-holdings-of-40-large-hedge-funds/ …
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I included the link to a preprint https://arxiv.org/abs/1101.4548 I don't know if they've tried to publish it. But they surely complain bitterly about how economics journals reject other papers of theirs:https://twitter.com/ole_b_peters/status/1294216181159796736 …
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I am *shocked* that a physicist who claims to have a theory of everything for finance has fundamental misconceptions about how basic things like “stock indices” work.
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