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)