Weekend Reads - Feb 17, 2024
Harnessing Volatility Targeting in Multi-Asset Portfolios; Moving Average Distance and Time-Series Momentum; Insights From Fortune’s Formula; The Real-World Ravages Of Inflation; and more...
The Certain Drag on Performance – Taxes (FWP)
Harnessing Volatility Targeting in Multi-Asset Portfolios (Research Affiliates)
Moving Average Distance and Time-Series Momentum (Alpha Architect)
Insights From Fortune’s Formula (Party at the Moontower)
The Real-World Ravages Of Inflation (Behavioral Value Investor)
Bond Market Warns Of Economic Slowdown, Notes Founder of Recession Signal With Perfect Track Record (📺 Blockworks Macro)
Equity Market Timing: The Value of Consumption Data (Macrosynergy)
The Road Ahead: What Is the Right Level for the UST10 Yield? (Man Institute)
Value investing: "The reports of my death have been greatly exaggerated" (Robeco)
Valuing Japan's Reform (Verdad)
A Fresh Look at Multi-Strategy Alternatives (AQR)
Investing in the Power of Nature (Manulife Investment Management)
Decoupling Correlations: Global Markets since COVID-19 (Enterprising Investor)
Inflation is Dead - Long Live Inflation! How YOU Can Profit NOW - Jim Bianco (📺 ReSolve Asset Management)
Danny Dayan, Founder and CIO, DWD Partners (🎧 Alpha Exchange)
Chris Rauh on How to Use AI to Predict Conflicts (🎧 MacroHive Conversations)
Designing Robust Trend-following System: Behind the Scenes of Trend-following by Tzotchev (SSRN)
Peer-Reviewed Theory Does Not Help Predict the Cross-section of Stock Returns by Chen et al. (SSRN)