Weekend Reads - Apr 12, 2025
Quality of Earnings; Rebuffed: A Closer Look at Options-Based Strategies; Adverse Effects of Index Replication; Why Trend Following is Harder Than it Looks; and more...
Quality of Earnings: A Critical Lens for Financial Analysts (Enterprising Investor)
Rebuffed: A Closer Look at Options-Based Strategies (AQR)
Adverse Effects of Index Replication (Alpha Architect)
Why Trend Following is Harder Than it Looks (Of Dollars and Data)
The AI Boom vs. the Dot-Com Bubble: Have We Seen This Movie Before? (Research Affiliates)
The Nordic Model and Income Equality: Myths, Facts, and Policy Lessons (CEPR)
Easy Games Vs Hard Games in Trading (Robot Wealth)
Regimes, Systematic Models and the Power of Prediction (Man)
Concentrated Portfolio Managers: Courageously Losing Your Money (Acadian)
Straddle-Sniped (Party at the Moontower)
The Death of Backtesting: Why Past Performance Means Nothing in Real Markets—And When It Does (ATS Trading Solutions)
Narrative and Crashes - There is a Connection (Disciplined Systematic Global Macro Views)
A Timeless Collection of Infinite Wisdom with Jim O'Shaughnessy (🎧 Masters in Business)
The Odds of Outshining: When One Coin Beats Another (SITMO)
Timing Volatility with the VIX Term Structure (QuantSeeker)
Profitability Retrospective: What Have We Learned? by Novy-Marx and Medhat (NBER)
Alpha in Analysts by Cartea and Jin (SSRN)
Tactical Asset Allocation with Macroeconomic Regime Detection by Oliveira et al. (SSRN)