Weekend Reads - Dec 28, 2024
When Tariffs Hit; How Big is the Equity Risk Premium?; How to Not Bankrupt Your Family; Forecasts - We Get It Wrong - A Year-End Reminder; Political Alignment and Outlook; and more...
When Tariffs Hit: Stocks, Bonds, and Volatility (Enterprising Investor)
How Big is the Equity Risk Premium? (Klement on Investing)
How to Not Bankrupt Your Family (Latticework)
Forecasts - We Get It Wrong - A Year-End Reminder (Disciplined Systematic Global Macro Views)
Political Alignment and Outlook (Probably Overthinking It)
Relax and Trust the Market Gods (Robot Wealth)
Capitalization-Weighted Indexes, RAFI, “Smart Beta,” and Factors (Research Affiliates)
Path, VIX, & Hit Rates vs Expectancy (Party at the Moontower)
Front Running Commodity Seasonality (Allocate Smartly)
PJ Sutherland - The Complementary Dynamics of Mean Reversion and Trend-Following Strategies (🎧 The Algorithmic Advantage)
12 Days of Trading Christmas w/ Meb Faber, Corey Hoffstein & Wes Gray (📺 ReSolve Asset Management)
Aswath Damodaran, the Dean of Equity Valuation from the Stern School of Business (🎧 Bogleheads on Investing)
Are You Not Entertained? (Michael Green)
Kelly Betting With Discrete Stakes (Win Vector LLC)
It's the End of Pretraining as We Know It (Understanding AI)
A Historical Perspective on Factor Index Performance across Macroeconomic Cycles by Hao and Watts (S&P)
Online Investor Sentiment via Machine Learning by Cai and Chen (EconPapers)
Factor Momentum versus Price Momentum: Insights from International Markets by Cakici (ScienceDirect)