Weekend Reads - Oct 12, 2024
Factor Premiums; The Verticalization of Everything; How Fixed Income Portfolios are Affected by Interest Rate Regimes; Perfection vs. Greatness; Negative Probability; and more...
Factor Premiums: An Eternal Feature of Financial Markets (Enterprising Investor)
The Verticalization of Everything (NfX)
How Fixed Income Portfolios are Affected by Interest Rate Regimes (Verus)
Perfection vs. Greatness (The Root of All)
Negative Probability (Markets and More)
Forests and Trees (The Convexity Maven)
US Election Anxiety: Keeping Calm Amid Political Uncertainty (Cambridge Associates)
Small Wonders (GMO)
Expanding the Toolkit: How GP-Led Transactions Can Enhance Secondary Strategies (Apollo)
Eric Crittenden - A Portfolio for All Seasons (🎧 The Algorithmic Advantage)
Human Error Is Predictable (Verdad)
The Gambler's (non-) Fallacy (The Leap)
Don't Mess With the Exchange Rate (📺 Everything is Everything)
Predicting Anomalies by Bowles et al. (SSRN)
Momentum, Market Volatility, and Reversal by Butt et al. (SSRN)
Dissecting Machine Learning Anomalies by Jo and Kim (SSRN)
When a Crystal Ball Isn’t Enough to Make You Rich by Haghani and White (SSRN)
Shanghai Containerised Freight Index Forecasting Based on Deep Learning Methods: Evidence from Chinese Futures Markets by Chen et al. (SSRN)