Weekend Reads - Oct 14, 2023
Of Boiling Frogs And Underperforming Investments; The Huge Optimization Space of Trend-Following; The Thin Line Between Bold and Reckless; The Paradox of Past Performance; and more...
Of Boiling Frogs And Underperforming Investments (Klement on Investing)
Risk of Ruin (Net Interest)
The Huge Optimization Space of Trend-Following (Price Action Lab Blog)
The Thin Line Between Bold and Reckless (Collab Fund)
Geography’s Destiny and Revenge of Geopolitics (Periscope)
Harvesting Equity Premia in Emerging Markets (Enterprising Investor)
The Paradox of Past Performance (Behavioural Investment)
Market Wizards Wave Their Wands but Investors Miss the Magic (Morningstar)
Options for Calculating Risk-Free Rates (NYFED)
Diving Deep: My Personal Approach to Equity and Volatility Risk Premia (Robot Wealth)
Big Market Delusions (📺 The compound)
How To Measure The Quality Of A Trading Signal (Macrosynergy)
Market Bipolarity: Exuberance versus Exhaustion! (Musings on Markets)
How Have Trend-Following Approaches Tended To Perform Following A Market Shock? (Man Institute)
Lessons From 30 Years as a Value Investor | Steve Romick (🎧 Excess Returns)
Systematic Commodity Trading (without Trend) with Jae-Min Hyun of NWOne (🎧 The Derivative)
A Hackers' Guide to Language Models (📺 Jeremy Howard)
Why Does Operating Profitability Predict Returns? New Evidence on Risk versus Mispricing Explanations by Ahmed et al. (SSRN)