Weekend Reads - Sep 14, 2024

Narratives and Momentum - Another Source of Trends; In the End, It All Boils down to Sentiment; Exploring Bond Tax Efficiency: Futures or Bond ETFs?; and more...

• Narratives and Momentum - Another Source of Trends (Disciplined Systematic Global Macro Views)

• In the End, It All Boils down to Sentiment (Klement on Investing)

• Exploring Bond Tax Efficiency: Futures or Bond ETFs? (Alpha Architect)

• Digging Into The Coal Industry (Eagle Point Capital)

• In Praise of High-Volatility Alternatives (AQR)

• Investors Must Survive (Behavioural Investment)

• Just Buy the Index (Transtrend)

• Navigating the Risks of AI in Finance (Enterprising Investor)

• Rip-off ETF? (Probably Overthinking It)

• Value Investing in a Changing World with Aswath Damodaran (🎧 Excess Returns)

• GLD Vol Post-Mortem (Party at the Moontower)

• Inside the Mind Of A Successful Trend Follower: Doug Greenig (🎧 The Meb Faber Show)

• Boomer Apple (Stratechery)

• Universa's Bernoulli for Portfolio Simulation: Correcting the Empirical Distribution (📺 N N Taleb's Probability Moocs)

• Beyond Trend Following: Deep Learning for Market Trend Prediction by Berzal and Garcia (arXiv)

• Does Systematic Tail Risk Matter? by Stoja et al. (SSRN)

• Semivolatility-Managed Portfolios by Batista and Fernandes (SSRN)

• The Risk and Reward of Investing by Doeswijk and Swinkels (SSRN)