Weekend Reads - Jun 08, 2024
Leveraging AI to Identify and Predict Financial Crises; The Trust Equation; Carry versus Trend Following; Momentum Everywhere, Even Cross-Country Factor Momentum; and more...
Leveraging AI to Identify and Predict Financial Crises (Enterprising Investor)
The Trust Equation (Klement on Investing)
Carry versus Trend Following (Finominal)
Momentum Everywhere, Even Cross-Country Factor Momentum (Alpha Architect)
Remember the Calamity of the Great Market Tsunamis (Portfolio Charts)
Do You Need Alternatives to Get Rich? (Of Dollars and Data)
Where the Value Investing Strategy Still Works (FT)
Correlations for the Long Run (Outcast Beta)
The Problem with Concentrated Funds (Behavioral Investment)
Growth vs. Value. It was the best of times, it was the worst of times (Market Sentiment)
Is the Short-Term Reversal Effect Dead, or Just Not Salient Anymore? (Klement on Investing)
De-Siloing Your Fixed Income Portfolio (Neuberger Berman)
The Trading Strategies of Jim Simons' Medallion Fund with Greg Zuckerman (📺 The Algorithmic Advantage)
Navigating Liquidity Challenges: The Importance of Portfolio Stress Testing (Cambridge Associates)
Trading Think Tank - Diversification in Trend Following (🎧 The Algorithmic Advantage)
What Drives Growth for Financial Advisors? Evidence from a Multi-Year Survey by Dai et al. (SSRN)
Financial Statement Analysis with Large Language Models by Kim et al. (SSRN)
Ponzi Funds by Beck et al. (arXiv)