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)