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)