Weekend Reads - Feb 10, 2024

The Quality Anomaly; How to Build Better Low Volatility Equity Strategies; Lessons from Shutting Down a Small-Cap Value ETF; How Monopolists Drive the World’s Power and Wealth Divide; and more...

• The Quality Anomaly (GMO)

• How to Build Better Low Volatility Equity Strategies (Enterprising Investor)

• Lessons from Launching (and Shutting Down) a Small-Cap Value ETF (📺 Excess Returns)

• The Labor of Inspiration (More To That)

• How Monopolists Drive the World’s Power and Wealth Divide (Balanced Economy Project)

• The Three Types of Investing Mistake (Behavioural Investment)

• Trend Following in Bear Markets (Finominal)

• What Does a Yield Buy? (Verdad)

• The Current Fiscal Path is Unsustainable. Will We Do the Right Thing? (Research Affiliates)

• Japan Value in 2024 - 5 Reasons to Remain Optimistic (Man Institute)

• A General Approach for Exploiting Statistical Arbitrage Alphas (Robot Wealth)

• When Optimism Becomes a Dirty Word (Klement on Investing)

• Quantopian Retro E2: Thomas Wiecki, the Bayesian (📺 Quantopian)

• Chris Kennedy- Decoding the Evolution of Managed Futures Hedge Funds (🎧 Resolve Riffs Investment Podcast)

• Can You Trade Only The "Best" Trend Signals? (Return Sources)

• Vector Research Blog: Causal Effect Estimation Using Machine Learning (Vector Institute)

• Beyond the Status Quo: A Critical Assessment of Lifecycle Investment Advice by Anarkulova et al. (SSRN)

• Why Has Factor Investing Failed?: The Role of Specification Errors by Lopez de Prado and Zoonekynd (SSRN)