Research Note Download

Discover How Investor Attention Predicts Stock Volatility and Returns

Explore this novel dataset showing actionable insights

Why Review this Research?

  • Proven 13% annualized long-short Returns

  • Data-driven insights from 2017–2025

  • Ideal for institutional quants, hedge funds, and asset managers

What's Inside?

  • How “Excess Attention” signals future returns
  • Robust backtest results across market caps
  • Factor independence analysis
  • Practical applications for quantitative strategies

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Complete the form above to download the Retail Attention & Volatility research note. 

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Built by Quants for Quants

Founded in 2013 by Vinesh Jha, the quantitative lead who helped found and develop StarMine, former prop trader at Merrill Lynch and Morgan Stanley, former executive director at Morgan Stanley PDT, patent holder, and published author in quantitative finance.