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@Barong74026917 @ReformedTrader @alphaarchitect I think one of the basic papers is Chan et al (1996) 👉 https://t.co/Dirbxg5RvS I also like the paper of Leippold and Lohre (2012) 👉 https://t.co/w4vVncOJ6r Other interesting papers: - https://t.co/56J9wy…