Weekend Reads - Oct 07, 2023
It’s Too Soon to Say the Value Premium Is Dead; Cash is the Most Robust Equity Portfolio Hedge; Trading Stages in the Company Life Cycle; Why Investors Should Be More Like Athletes; and more...
It’s Too Soon to Say the Value Premium Is Dead (Morningstar)
Cash is the Most Robust Equity Portfolio Hedge (Price Action Lab Blog)
Trading Stages in the Company Life Cycle (Morgan Stanley)
Avoid the Most Destructive Mistakes in Quant Investing (📺 ReSolve Asset Management)
Bonds: Shaken, but Not Stirred (Man Institute)
Fewer Losers, or More Winners? (Oaktree)
Would You Buy Sin Stocks? (Klement on Investing)
Yield of Dreams (TCW)
Honey, The Fed Shrunk The Equity Premium (AQR)
Seth Klarman: Why Investors Should Be More Like Athletes (Novel Investor)
The Democratization Of Investing And The Evolution Of ETFs (Alpha Architect)
The State Of Volatility (This Blog is Systematic)
Andrew Beer & Adam Butler - Attack of the Managed Futures Clones (🎧 Flirting with Models)
Salem Abraham Interview with Michael Covel (🎧 Michael Covel's Trend Following)
Researching the Quality Factor with Alphalens and Zipline (QuantRocket)
From Machine Learning to Autonomous Intelligence – AI-Talk by Prof. Dr. Yann LeCun (📺 Ludwig-Maximilians-Universität München)
The Cross-Section of Factor Returns by Blitz (SSRN)
Causal Factor Investing: Can Factor Investing Become Scientific? by López de Prado (SSRN)