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)