Weekend Reads - Sep 28, 2024
Do It Your Way; How Time Horizon Impacts the Efficacy of Investment Factors; The Lowdown on the Risk of An(other) Equity Drawdown; Forecastability and Portfolio Optimization; and more...
Do It Your Way (Collaborative Fund)
Revisiting the Factor Zoo: How Time Horizon Impacts the Efficacy of Investment Factors (Enterprising Investor)
The Lowdown on the Risk of An(other) Equity Drawdown (GS)
Forecastability and Portfolio Optimization (Verdad)
How Momentum Greatly Improves Allocation Models (Hush)
The Subprime AI Crisis (Where's Your Ed At)
Sharpe versus Sortino - It Does Not Seem to Make a Difference (Disciplined Systematic Global Macro Views)
Kris Abdelmessih, Co-Founder, Moontower AI (🎧 Alpha Exchange)
Corey Hoffstein - Return Stacking, ETFs & Trend Replication (📺 The Algorithmic Advantage)
The Decreasing Number of Public Companies (Meketa)
A Severe Case of COVIDIA: Prognosis for an AI-Driven US Equity Market (JPM)
How Important is Keeping up with Macro News? (Robot Wealth)
Sharpe & Sortino - Does It Matter? (CAIA Association)
Betting Against (Bad) Beta by Herculano (Semantic Scholar)
Performance of Commodity Futures-Based Dynamic Portfolios by Adhikari (MDPI)
The Anatomy of Lost Stock Market Decades by Feldman and Yang (SSRN)
Investing in Megatrends with Thematic Funds and ETFs by Carvalho (SSRN)
The Less-Efficient Market Hypothesis by Asness (SSRN)