Weekend Reads - Aug 26, 2023

Trend-Following: A Different Point of Skew; A Case Study In Finding Edge; The Hidden Costs of Reshoring; Intelligent vs. Smart; Mohnish Pabrai on Cloning & Compounding; and more...

• Trend-Following: A Different Point of Skew (Man Institute)

• A Case Study In Finding Edge (Robot Wealth)

• The Hidden Costs of Reshoring (Lyn Alden)

• Intelligent vs. Smart (Collab Fund)

• The Opportunity in Emerging Markets with AQR's Dan Villalon (📺 Excess Returns)

• Mohnish Pabrai on Cloning & Compounding (📺 The Meb Faber Show)

• Toys for Billionaires: Sports Franchises as Trophy Assets! (Musings on Markets)

• The Investor Sentiment Cycle (Monevator)

• How to Launch Your Career as a Risk Quant in 2024? (Quant At Risk)

• Artur Sepp Interview (🎧 Quantcast)

• Correlation Matrix Stress Testing: Random Perturbations of a Correlation Matrix (Portfolio Optimizer)

• Sector Neutralization: Why It Matters and How to Use It (QuantRocket)

• What We Know About The Low-risk Anomaly: A Literature Review by Traut (Springer)

• Tax-Loss Harvesting: A Primer by Mamaysky (SSRN)

• Factor Seasonalities: International and Further Evidence by Mercik et al. (SSRN)