Hey all,
I go to academic conferences regularly now, and there are always some interesting papers. I'm sure there are some good trading strategy ideas to be found in them. I am currently at FMA 2015, and will comment on this thread with each interesting paper I see.
The full conference program can be found here: http://www.fma.org/Orlando/OrlandoProgram.htm
One of the drawbacks of academic research is that testing out of sample is very difficult, and as a result I suspect that many of these papers are overfit. One of the beauties of Quantopian, however, is that we can reproduce these results and check. If anybody successfully reproduces, or provides evidence against, the findings of a paper, I would be happy to try to get in touch with the author and show them the new results. Maybe we can even get some profs commenting in the forum.
Thanks,
Delaney