Weekend Reads - Dec 21, 2024
Factor Investing across Different Regimes; Zero-Day Options and Financial Market Vulnerability; Exploring the Low-Volatility Anomaly; Persistent Alpha; Why Retail Traders Underperform; and more...
Factor Investing across Different Regimes (Disciplined Systematic Global Macro Views)
Zero-Day Options and Financial Market Vulnerability (Bank Underground)
Exploring the Low-Volatility Anomaly (QuantSeeker)
Persistent Alpha (Verdad)
Why Retail Traders Underperform (Klement on Investing)
Fast Trend Following (Quant Trading Rules)
Memo From the Chief Economist: Lament of a Bear (Rosenberg Research)
The Loser's Game (Market Sentiment)
Agency Risk in the Lower Middle Market (Enterprising Investor)
Let It Ride or Lock It In? (Quantica Capital)
From the Pits to the Page: A Conversation with Kris Abdelmessih (📺 Robot Wealth)
Taking an Income from Your Trading Account - Probabilistic Kelly with Regular Withdrawals (This Blog is Systematic)
A Sale is Made on EVERY Call (Party at the Moontower)
Victor Haghani — The Last of the Tactical Allocators (🎧 Flirting with Models)
Jonathan Glidden - Saving Delta's Pension with Portable Alpha (🎧 Flirting with Models)
What the Rise of Passive Investing Means for Your Portfolio (📺 Excess Returns)
Meet Willow, Our State-Of-The-Art Quantum Chip (Google Quantum AI)
Statistical Arbitrage via Single-View and Multi-View Spectral Clustering on Mixed Frequency Data by Leung (SSRN)