Weekend Reads - Nov 02, 2024

The Curious Case of Cross-Country Factor Momentum; Why Are We Drawn to Low Probability?; Risk Budgeting Primer; Misguided Mayhem; and more...

• The Curious Case of Cross-Country Factor Momentum (Klement on Investing)

• Why Are We Drawn to Low Probability? (Investment Talk)

• Could AI Lead to a Revival of Decorative Beauty? (The Spectator)

• Risk Budgeting Primer (Meketa)

• Misguided Mayhem (GMO)

• Comparing Evergreen and Traditional Fund Returns (Neuberger Berman)

• Did Infrastructure Weather the Inflation Storm? (Stepstone)

• Does your Multi-PM Portfolio need an All Star? Or a Team of Role Players (RCM Alternatives)

• Unlocking Stock Market Success: Why You Should Embrace the Skew (Enterprising Investor)

• The Untold Side of the Turtle Trading Legacy ft. Bill Eckhardt & Rob Sorrentino (🎧 Top Traders Unplugged)

• Practical Lessons from Jerry Parker | What Investors Need to Know About Trend Following (📺 Excess Returns)

• Re-thinking Transformers (📺 Simons Institute)

• Covariance Matrix Forecasting: Iterated Exponentially Weighted Moving Average Model (Portfolio Optimizer)

• GPT-Signal: Generative AI for Semi-automated Feature Engineering in the Alpha Research Process by Wang et al. (ACL Anthology)

• Insights from the Geopolitical Sentiment Index made with Google Trends by Desai et al. (SSRN)

• Do Equity and Options Markets Agree about Volatility? by Chong and Todorov (SSRN)

• What is the Value of Retail Order Flow? by Hoffmann and Jank (SSRN)

• The Hidden Cost of Zero-Commission by Jantschgi (SSRN)