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)