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)