Weekend Reads - Oct 26, 2024

Reducing the Factor Zoo in Bonds; The Sahm Rule: does it signal recessions?; Do Groups Make Good Decisions?; The Resurgence of Active, Value and Small!; and more...

• Reducing the Factor Zoo in Bonds (CAIA)

• The Sahm Rule: does it signal recessions? (Alpha Architect)

• Do Groups Make Good Decisions? (Behavioural Investment)

• The Resurgence of Active, Value and Small! (Miller Value)

• Bond Appétit: A Marmite Conundrum (Man Institute)

• Breaking up Big Tech: Cui Bono? (Musings in Markets)

• The Low Stability of High Income (Of Dollars and Data)

• Gold is Back as an Asset Class (Robeco)

• What Machines Can’t Master (Citi)

• Exploring the Implications of Sub-Saharan Africa’s Demographic Explosion (Bridgewater)

• An Evidence-Based Look at the Struggles of Value Investing | Larry Swedroe (🎧 Excess Returns)

• Improving Sector ETF Trading (📺 Quantpedia)

• Rohit Sipahimalani and Bob Prince on Building a Resilient Equity Portfolio (Bridgewater)

• Variance Penalty In Portfolio Optimisation (Quanty Macro)

• Intelligence at the Edge of Chaos by Zhang et al. (arXiv)

• Anomaly Time by Bowles et al. (SSRN)

• Bottom-up Inflation Forecasting Using Machine Learning Methods by Latypov et al. (Econ Papers)

• Index Investing and Sentiment Spillover by Atmaz and Zhou (SSRN)