Weekend Reads - Jul 06, 2024
Gold and Inflation: An Unstable Relationship; The Unexpected Origins of a Modern Finance Tool; How 'Nowcasting' Outperforms Traditional Analyst Estimates; A Changing Yield Curve Signal; and more...
Gold and Inflation: An Unstable Relationship (Enterprising Investor)
The Unexpected Origins of a Modern Finance Tool (MIT)
How 'Nowcasting' Outperforms Traditional Analyst Estimates in Japan (Man Institute)
A Changing Yield Curve Signal (Verdad)
Useful and Overlooked Skills (Collaborative Fund)
Buffett's Alpha: Skill or Luck? (Market Sentiment)
How To Build A Systematic Relative Momentum Strategy (The Chartist)
How to Track Retail Investor Activity in TAQ (Alpha Architect)
Diversifying via Time Zones (Finominal)
Why Stocks Are the Greatest Asset Class (Of Dollars and Data)
Options are just options – Why are they valuable? (Robot Wealth)
Garrett DeSimone, Head of Quantitative Research at OptionMetrics (🎧 Alpha Exchange)
Roaring Kitty, Factor Concentration and Investing Conviction (📺 Alpha Architect)
An 'Acquired' Taste (Investment Talk)
Good Models do not Match Variance (Win Vector)
Procyclical Stocks Earn Higher Returns by Goetzmann et al. (NBER)
The Unseen Cost of Inflation: Measuring Inflation Uncertainty and Its Economic Repercussions by Londono et al. (SSRN)
A Century of Profitable Industry Trends by Zarattini and Antonacci (SSRN)