Weekend Reads - Jul 20, 2024

The Calm Before the Storm ; Smart Rebalancing for Factor Strategies; Commodities for the Long Run?; On the Special Relativity of Investment Horizons; and more...

• The Calm Before the Storm (Verdad)

• Smart Rebalancing for Factor Strategies (Alpha Architect)

• Commodities for the Long Run? (Enterprising Investor)

• On the Special Relativity of Investment Horizons (Discerene Group)

• Do You Need to Adjust Your Expectations? (TEBI)

• Liquidity on the Horizon? (Dawson Partners)

• Sports Asset Class Returns Over the Long-Term (UoM)

• Ratio’d (Party at the Moontower)

• A One-Factor Model to Explain Asset Returns (Klement on Investing)

• Rolling Regime (OSM)

• Bill Gebhardt - Replicating Discretionary Commodity Trading Systematically (🎧 Flirting with Models)

• Regrets and Regression (Probably Overthinking It)

• Ruchir Sharma — What Went Wrong with Capitalism? (📺 The Prof G Show)

• Robustness of the 2.11 Sharpe Mean Reversion Strategy (Quant Trading Rules)

• Searching for Momentum: Private Equity Midyear Report 2024 (Bain & Company)

• Embracing Down Rounds: A Potential Path to Long-Term Equity Value (Adams Street)

• The 52-Week High, Downside Risk, and Corporate Bond Returns by Keshavarz and Sirmans (SSRN)

• The Trillion Dollar Bonus of Private Capital Fund Managers by Phalippou (SSRN)