Weekend Reads - Jun 15, 2024
Lazy Work, Good Work; Building Resilient Public Equity Portfolios; Paid to be Paranoid; How “Beta Learning” Improves Macro Trading Strategies; and more...
Lazy Work, Good Work (Collaborative Fund)
Building Resilient Public Equity Portfolios (Cambridge Associates)
Paid to be Paranoid (Man Institute)
How “Beta Learning” Improves Macro Trading Strategies (Macrosynergy)
Combating Volatility Laundering: Unsmoothing Artificially Smoothed Returns (Portfolio Optimizer)
Peer Benchmarking Methods to Improve Earnings Forecasts (Enterprising Investor)
The Cost of Being Too Liquid (Franklin Templeton)
Quality, Factor Momentum, and the Cross-Section of Returns (Alpha Architect)
Are Most Investment Managers One Hit Wonders? (FWP)
Nicolas Mirjolet - Multivariate Trend Following (🎧 Flirting with Models)
Revisiting Overnight vs Intraday Equity Returns (Robot Wealth)
A Motor for Your Sailboat. Getting there faster with enhanced tax-loss harvesting. (Brooklyn Investment Group)
A Primer on Asset-Based Private Credit (Castlelake)
No Silver Bullets: Building Resilient Portfolios in Unpredictable Inflation Regimes (Meketa)
Navigating Market Volatility Mastering Managed Futures and Carry Strategies (📺 ReSolve Asset Management)
Salience Theory and Momentum Everywhere by Guo et al. (SSRN)
Chicken and Egg: Should you use the VIX to time the SPX? Or use the SPX to time the VIX? by Hanna (SSRN)
Reality Only Happens Once: Single-Path Generalization Bounds for Transformers by Limmer et al. (arXiv)