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)