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)