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)