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)