Weekend Reads - Sep 16, 2023
The Intuition Behind The Black Scholes Equation; o Short-Term Factor Strategies Survive Transaction Costs?; Why Managed Futures Funds Are Ripe for Replication; and more...
The Intuition Behind The Black Scholes Equation (Moontower Meta)
Do Short-Term Factor Strategies Survive Transaction Costs? (Alpha Architect)
Why Managed Futures Funds Are Ripe for Replication (Institutional Investor)
Why There’s Never Been a Better Time to Be a Creator (Hunter Walk)
A Hypothesis On Passive/systematic Portfolio Construction Impact On Theories Of Crowding Out (Michael Green)
The NVIDIA/AI Singularity: Breakthrough, Bubble, or Both (Research Affiliates)
The Real Yale Model (🎧 Capital Allocators)
The Rasputin Effect: Global resilience to higher rates (J.P. Morgan)
Thinking About The Yield Curve (term Spread) And The Equity Premium (Disciplined Systematic Global Macro Views)
Secularism and Population Grwoth (Crémieux)
Neelkanth Mishra on India's Next 30 Years (📺 SparX by Mukesh Bansal)
Gerald Rushton - Commodity Strategies (Trend; Carry; Congestion; and Volatility Carry) (🎧 Flirting with Models)
Will England - A Primer on Multi-Strategy Hedge Funds (🎧 Invest Like the Best with Patrick O'Shaughnessy)
Unconventional Fiscal Policy in Times of High Inflation by Dao et al. (IMF Working Papers)
Displaced by Big Data: Evidence from Active Fund Managers by Bonelli and Foucault (SSRN)