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)