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Results for “13F” · papers 2 · wiki 1
Academic Papers · 2arXiv q-fin live 0 · desk corpus 2
arXiv · arXiv · 2022
US Institutions with more than $100 million assets under management must disclose part of their long positions into the SEC Form 13F-HR on a quarterly basis. We consider the number of variations in holdings between consecutive reporting periods, and compute imbalances in buying versus selling behaviour for the assets under consideration. A significant opportunity for profit arises if an external investor is willing t…
Deborah Miori, Mihai Cucuringu
arXiv · arXiv · 2026
We show that AI-driven investment strategies are inherently self-defeating at scale. As AI adoption rises, three mutually reinforcing channels -- signal crowding, performative signal erosion, and Red Queen competition -- compress excess returns. We derive the alpha half-life $h(φ) = \ln 2/[θ+ δ(φ)]$, where $θ$ is the natural mean-reversion rate and $δ(φ) = Nφρa/λ(φ)$ is the AI-accelerated decay component, which is co…
Shuchen Meng, Xupeng Chen
Option Blackboard · 0
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