{"action":"opened","issue":{"url":"https://api.github.com/repos/4350/grandslam/issues/43","repository_url":"https://api.github.com/repos/4350/grandslam","labels_url":"https://api.github.com/repos/4350/grandslam/issues/43/labels{/name}","comments_url":"https://api.github.com/repos/4350/grandslam/issues/43/comments","events_url":"https://api.github.com/repos/4350/grandslam/issues/43/events","html_url":"https://github.com/4350/grandslam/issues/43","id":188255457,"number":43,"title":"MV results","user":{"login":"gustafsoldan","id":11066719,"avatar_url":"https://avatars.githubusercontent.com/u/11066719?v=3","gravatar_id":"","url":"https://api.github.com/users/gustafsoldan","html_url":"https://github.com/gustafsoldan","followers_url":"https://api.github.com/users/gustafsoldan/followers","following_url":"https://api.github.com/users/gustafsoldan/following{/other_user}","gists_url":"https://api.github.com/users/gustafsoldan/gists{/gist_id}","starred_url":"https://api.github.com/users/gustafsoldan/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/gustafsoldan/subscriptions","organizations_url":"https://api.github.com/users/gustafsoldan/orgs","repos_url":"https://api.github.com/users/gustafsoldan/repos","events_url":"https://api.github.com/users/gustafsoldan/events{/privacy}","received_events_url":"https://api.github.com/users/gustafsoldan/received_events","type":"User","site_admin":false},"labels":[],"state":"open","locked":false,"assignee":null,"assignees":[],"milestone":null,"comments":0,"created_at":"2016-11-09T14:06:40Z","updated_at":"2016-11-09T14:06:40Z","closed_at":null,"body":"AQR seem to be right.\r\n\r\nHML does not have an alpha, but a large shar eof the variance is unexplaiend by all theh other factors. It provides diversifciation. \r\n\r\n- The weight of HML seems to be carved out from the weight of CMA\r\n\r\n- However, the weight of CMA when added to a portfolio including HML seems to carve out more from the other factors too, in line with the fama french regressions\r\n\r\n- HML seems orthogonal against all factors but CMA"}}
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