Weekly Top 5 Papers – May 13, 2016

1. Chilling Effects: Online Surveillance and Wikipedia Use by Jon Penney (University of Oxford – Oxford Internet Institute)

2. Understanding Modern Portfolio Construction by Cullen Roche (Orcam Financial Group)

3. The Siren Song of Factor Timing by Clifford Asness (AQR Capital Management, LLC)

4. All that Glitters Is Not Gold: Comparing Backtest and Out-of-Sample Performance on a Large Cohort of Trading Algorithms by Thomas Wiecki (Quantopian Inc) and Andrew Campbell (Quantopian Inc.) and Justin Lent (Quantopian Inc) and Jessica Stauth (Quantopian Inc)

5. Understanding the Modern Monetary System by Cullen O. Roche (Orcam Financial Group, LLC)