Weekend Reads - Jul 27, 2024

The American Liquidity Advantage;; AI in Asset Management; A Portfolio of Strategies; Factor Investing an Insider's Perspective; and more...

• The American Liquidity Advantage (Verdad)

• AI in Asset Management (Man Institute)

• A Portfolio of Strategies (Quant Trading Rules)

• Factor Investing an Insider's Perspective (Giuseppe Paleologo)

• Levering Up to Do Good (AQR)

• Managed Futures versus Market-Neutral Multi-Factor Investing (Finominal)

• Learn to Tame Your Inner Chimp (TEBI)

• Pragmatic Asset Allocation from Vojtko and Javorská of Quantpedia (Allocate Smartly)

• How To Assess True Macroeconomic Risk | Philipp Carlsson-Szlezak (🎧 Hidden Forces)

• Perry Kaufman - A Wealth of Experience: Trading Diversified Strategies in Futures & Equities (🎧 The Algorithmic Advantage)

• Capital Market Assumptions: Combining Institutions’ Forecasts for Improved Accuracy (Portfolio Optimizer)

• Can Equal Weight Solve Our Concentration Crisis? Not So Fast… (Enterprising Investor)

• Portfolio Hedging with Put Options (Robot Wealth)

• Momentum-based Long & Short Equities Portfolio (Quant Trading Rules)

• Transferring Coefficients of Linear Models (Win Vector)

• Unified Approach for Hedging Impermanent Loss of Liquidity Provision (Arthur Sepp)

• Mental Models of the Stock Market by Andre et al. (SSRN)

• Institutions' Return Expectations across Assets and Time by Dahlquist and Ibert (SSRN)