Weekend Reads - Mar 01, 2025
Taming Excessive “Timing Luck” in TAA by Tranching Strategies; A New Paradigm in Active Equity; The Perils of Line-Item Thinking; Bend It Like a Trend Follower; AI and the Mag 7; and more...
Taming Excessive “Timing Luck” in TAA by Tranching Strategies (Allocate Smartly)
A New Paradigm in Active Equity (AQR)
The Perils of Line-Item Thinking (Behavioural Investment)
Bend It Like a Trend Follower: Mastering Market Convexity (Methods to the Madness)
AI and the Mag 7 (Verdad)
Choose Your Tactical Asset Allocation Strategy Carefully (The Capital Spectator)
Narrow Markets are the Exception, Not the Rule (RBA)
Global Equities in an America-First World (Invesco)
Deep Research and Knowledge Value (Stratechery)
A Better Categorization of Mutual Funds & ETFs using Alternatives (RCM Alternatives)
A More Appealing Environment for Equity Long/Short Strategies (Cambridge Associates)
Revealing Style: What Fund Flows Say about Investor Preferences for Value and Growth (Acadian)
Bear Markets, Tariffs and the Hidden Knowledge Worker Recession (📺 Excess Returns)
Nonstandard errors? (Eran Raviv)
Trading in Twilight: Sleep, Mental Alertness, and Stock Market Trading by Han et al. (SSRN)
Quantitative Analysis of Price Momentum in Indian Equity Markets by Pelluri (SSRN)
December Effect in Option Returns by Wei et al. (SSRN)
Normalizing Flows for Portfolio Optimization by Alonso (SSRN)