Weekend Reads - Oct 05, 2024
Using Momentum for Asset Allocation; Embrace the Uncertainty: On the Benefits of Upside Surprises; Perfect Information May Not Help You with Investing; Finding the Right Speed; and more...
Using Momentum for Asset Allocation (Hush)
Embrace the Uncertainty: On the Benefits of Upside Surprises (Of Dollars and Data)
Perfect Information May Not Help You with Investing (Disciplined Systematic Global Macro Views)
Finding the Right Speed (The Investment Ecosystem)
The Additional Benefits of Trend-Following When Interest Rates are High (Quantica Capital)
Risky Business: Why the Smart Money Forecasts Risk, Not Returns (Man Institute)
Core Bonds (Meketa)
The Yield Curve’s “Infallible” Recession Signal Failed This Time (The Capital Spectator)
Why Improving Health is an Excellent Investment in the Economy (Mainly Macro)
Just do it! Brand Name Lessons from Nike's Troubles! (Musings on Markets)
Some Portfolio Construction Heuristics (Outcast Beta)
Status Games Rule Everything Around Me (Young Money by Jack Raines)
Don't Mess With the Price System (📺 Amit Varma)
Front Running Trading Strategies (📺 Quantpedia)
Recent Developments in Factor Models and Applications in Econometric Learning by Fan et al. (Annual Review of Financial Economics)
Limits to Diversification: Passive Investing and Market Risk by Fang et al. (SSRN)
A Unified Framework for Value and Momentum by Boudoukh et al. (SSRN)
Do the Rich Get Richer in the Stock Market? Evidence from India by Campbell et al. (Semantic Scholar)