Weekend Reads - Sep 23, 2023
Implications of Regime-Shifting Stock-Bond Correlation; Simple Questions and Game Changing Innovations; Everything Must Be Paid for Twice; Seizing The Dual Discount In Emerging Markets; and more...
Implications of Regime-Shifting Stock-Bond Correlation (Alpha Architect)
Simple Questions and Game Changing Innovations (Periscope)
Everything Must Be Paid for Twice (Raptitude)
Double Delight: Seizing The Dual Discount In Emerging Markets (Robeco)
Don’t Convert to Convertible Bonds (Finominal)
Analysis of Price-Based Quantitative Strategies for Country Valuation (Quantpedia)
Sankaran Naren: 11 Brilliant Lessons Learnt Over 3 Decades (Morningstar)
What Works in Bank Stocks (Verdad)
10 Traders You Encounter in Prop (Churning and Burning)
A conversation with Renaissance Technologies CEO Peter Brown (🎧 Goldman Sachs Exchanges)
Dean Curnutt - The Reflexivity of Equity Volatility (🎧 Flirting with Models)
Nassim Nicholas Taleb & Scott Patterson — How Traders Make Billions in The New Age of Crisis (📺 Tim Ferriss)
Financial Distress Factors: the Altman Z-Score and Interest Coverage Ratio (QuantRocket)
Range-Based Volatility Estimators: Overview and Examples of Usage (Portfolio Optimizer)
A New Approach To Trend-Following by Co (SSRN)