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)