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)