Literature reviews

What the published evidence actually supports for each mechanism, with citations, and where our reading of it stops.

• ALPHAC literature frontier — 2026-08-16Status: literature and data-feasibility screen only. No return series was opened and no return identity was spent.
• Bond-ETF NAV dislocation — literature and mechanism reviewCorporate-bond ETFs can trade away from their reported net asset value because ETF shares trade continuously while many underlying bonds trade infrequently…
• Customer–supplier propagation — source and identity reviewCohen and Frazzini document delayed incorporation of economically linked firms' news: customer returns predict subsequent supplier returns when links are…
• Electricity load/weather dislocation: literature and implementation boundaryPower must balance continuously, while demand and renewable output depend on weather.
• Natural-gas storage/weather residual — literature and claim boundaryWeekly working-gas inventory changes combine weather-driven demand, production, imports/exports, and operational flows.
• Options dispersion: literature and implementation boundaryThe defensible mechanism is a priced difference between index correlation/variance insurance and the corresponding single-stock option basket.
• Repurchase and issuance flow: literature dossierThe literature supports a real economic family around corporate equity supply.
• Spin-off dislocation — literature and claim boundaryA completed corporate separation can create temporary price pressure and information frictions.
• Stablecoin par dislocations: literature and implementation boundaryFiat-backed stablecoins have a two-tier market. A limited set of eligible institutions can transact with the issuer near par, while everyone else trades in…