Weekend Reads - Sep 30, 2023

Quant Signal Trade-Offs in the Real World; TAA Performance During the 2022 Bear Market; The R&D Factor; Are We Destined For A Zero-sum Future?; Publication Bias in Asset Pricing Research; and more...

• Quant Signal Trade-Offs in the Real World (Robot Wealth)

• Tactical Asset Allocation Performance During the 2022 Bear Market (Allocate Smartly)

• The Research and Development Factor (Alpha Architect)

• Are We Destined For A Zero-sum Future? (FT)

• Letting Go: Why Selling is so Hard to Do (Flyover Stocks)

• The Predictive Power Of Real Government Bond Yields (Macrosynergy)

• Trend-Following Many Markets Maximizes Sharpe (Price Action Lab Blog)

• The Rising Rate Environment’s Impact On Real Estate Cap Rates (Verus)

• Jeremy Grantham, Bubble Historian (🎧 The Compound and Friends)

• Karishma Kaul, Head of Systematic Fixed Income Strategies, Fidelity Investments (🎧 Alpha Exchange)

• We Were Never Supposed To See Our Own Faces This Much (Dazed Digital)

• Equity Overlaid with Trend-Following + Tail Hedging - Published Research Paper, Summarised (📺 Ironclad Asset Management)

• An Introduction to Machine Learning Research Related to Quantitative Trading (Quantpedia)

• Publication Bias in Asset Pricing Research by Chen and Zimmermann (arXiv)

• Reversing the Trend of Short-Term Reversal by Blitz et al. (SSRN)