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)