Weekend Reads - Oct 21, 2023
Unbundling AI; Sequence Risk; Why Do We Play Unbeatable Games?; The New Era of Systematic Investing; Macro Demand-based Rates Strategies; Exploring Box Spreads And Their Use Cases; and more...
Unbundling AI (Benedict Evans)
Sequence Risk (Klement on Investing)
Why Do We Play Unbeatable Games? (Behavioral Value Investor)
We are All Quants. The New Era of Systematic Investing (Research Affiliates)
Macro Demand-based Rates Strategies (Macrosynergy)
Exploring Box Spreads And Their Potential Use Cases (Morningstar)
A Few Laws of Getting Rich (Collab Fund)
Todd Combs - Investing, The Last Liberal Art (🎧 Art of Investing)
Martin Lueck On the Scientific Investing, Trend Models and Macro Divergences (🎧 Macro Hive Conversations With Bilal Hafeez)
Mikhail Samonov – Lessons from Two Centuries of Financial History (📺 The Meb Faber Show)
India A Bird Of Gold Or A Mirage In The Desert - A Balance Sheet View (📺 Axis Open Dialogue Podcast)
Forecasting the Future Path of Interest Rates (Man Institute)
Beyond Stocks: The Surprising Volatility Returns of Oil and Gold (Robot Wealth)
Trend-Following Filters (Alpha Architect)
Is Your Sharpe Ratio Lying to You? Meet the Probabilistic Sharpe Ratio (QuantPy)
An ETF-Based Measure of Stock Price Fragility by Lazo (SSRN)
The Corporate Bond Factor Zoo by Dickerson et al. (SSRN)
Which Investors Drive Anomaly Returns and How? by Tamoni et al. (SSRN)