Weekend Reads - Nov 11, 2023
Byron Wien’s 20 Life Lessons; Technology Spillover Impacts Stock Returns; A Rule of Thumb for Terminal Valuation Multiples; Improving Trend With Mean Reversion; and more...
Byron Wien’s 20 Life Lessons (Blackstone)
Technology Spillover Impacts Stock Returns (Alpha Architect)
On Learning The Right Lessons (Clark Square Capital's Ultimate Value)
A Rule of Thumb for Terminal Valuation Multiples (Verdad)
Improving Trend With Mean Reversion (Return Sources)
It Never Gets Easier (Of Dollars and Data)
The Direction Of The Moat (Eagle Point Capital)
The Road Ahead: It's Not You, It's Me (Man Institute)
Fireside Chat Stan Druckenmiller and Paul Tudor Jones (📺 Heller House)
Sentiment Analysis Revisited (Enterprising Investor)
A Masterclass in Absolute vs Cross Sectional Momentum ft. Richard Brennan (🎧 Top Traders Unplugged)
How to Succeed at Failing, Part 3: Grit vs. Quit (🎧 Freakonomics Radio)
Trend Following Asset Allocations with Jon Robinson of Blueprint (🎧 The Derivative)
Decreasing Returns of Machine Learning Strategies (Quantpedia)
Calibrating Volatility Smiles With SABR (PQN)
Global Macro and Managed Futures Hedge Fund Strategies: Portfolio Differentiators? by Sullivan and Wey (SSRN)
Volatility Disagreement and Equilibrium Volatility Trading by Atmaz and Buffa (SSRN)
Structured Retail Products: Risk-Sharing or Risk-Creation? by Bitu et al. (SSRN)