Weekend Reads - May 25, 2024
Sizing Private Equity Allocations; On Having an Edge; Is There Alpha in Borrow Fees?; Using Options Better; and more...
Sizing Private Equity Allocations (Verdad)
On Having an Edge (Robot Wealth)
Is There Alpha in Borrow Fees? (QuantRocket)
Using Options Better (Party at the Moontower)
Implementation Shortfalls Hamstring Factor Strategies (Enterprising Investor)
The Great Flattening (Stratechery)
Bitcoin and Gold Won’t Save You (Of Dollars and Data)
The Return of the King (Acadian)
Bill Gurley & Michael Mauboussin - Putting Theory into Practice (🎧 Invest Like the Best)
Jason C. Buck on the Mutiny Fund, the Cockroach Portfolio and Volatility (🎧 The Acquirers Podcast)
Hendrik Bessembinder - Do Stocks Outperform T-Bills? (🎧 The Meb Faber Show)
Maximizing Diversification Across Systems & Markets (Methods to the Madness)
Bang for Your Buck in Private Capital Markets (Klement on Investing)
Learning from Shelby Cullom Davis (23% CAGR over 47 Years) (Vision Investing Viewpoints)
Why Focus on Macro Announcements? That is Where All of the Return Action is (Disciplined Systematic Global Macro Views)
Tactical Asset Allocation and Taxes: FIFO vs LIFO Deep Dive (Allocate Smartly)
Variance of Deviation from Optimal Leverage by Caglayan et al. (SSRN)
Same-Weekday Momentum by Da and Zhang (SSRN)