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Grinold & Kahn (p. 158) in 2000 on factor neutralization and forecast alpha.

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Grinold & Kahn, Active Portfolio Management, p. 2.

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Hemingway, A Farewell to Arms, p. 303.

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Isichenko p. 175n7.

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Isichenko p. 161.

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Isichenko p. 128.

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Isichenko p. 122.

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Michael Isichenko, Quantitative Portfolio Management, p. 110.

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This Side of Paradise p. 225.

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Fitzgerald on the effects of WWI. (This Side of Paradise, “Interlude.”)

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Poor Charlie’s Almanack p. 165.

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Charlie Munger, Poor Charlie’s Almanack (Stripe Press) p. 153.

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This Side of Paradise, ch. 2.

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Fitzgerald, This Side of Paradise, like the second page.

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MacKenzie p. 184. Rain creates liquidity (this effect has now reversed).

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MacKenzie p. 168, “speculative triggering.”

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MacKenzie p. 140.