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Quote of the Day
"There is no law guaranteeing that long term returns should converge across asset classes, but there is some evidence of mean reversion (at least for equities)."
(Nick Maggiulli)
Strategy
- Why we always look for scapegoats after a big market decline. (theirrelevantinvestor.com)
- Five things that make owning a quantitative strategy a challenge. (behaviouralinvestment.com)
- Timing momentum is tough. (mrzepczynski.blogspot.com)
Crypto
Media
- How Netflix ($NFLX) turned the show "You" into a big hit. (nytimes.com)
- There's no streaming without a good Internet connection. (bloomberg.com)
Funds
- The iPath S&P 500 VIX Short-Term Futures Exchange-Traded Note ($VXX) is set to expire at the end of the month. (wsj.com)
- Performance matters for investors, but trust may matter more. (institutionalinvestor.com)
- Why it's not always that case that market cap weighting is the best portfolio solution. (morningstar.com)
- A Q&A with Meb Faber about five years of Cambria ETFs. (etf.com)
Global
- The Euro economy is not exactly killing it. (economist.com)
- If China's economy continues to slow, Australia and Canada will both suffer. (themacrotourist.com)
- Why London should heed the example of Montreal. (fnlondon.com)
Economy
- Unconventional mortgages are making a (modest) comeback. (wsj.com)
- Why the US needs "a healthy, stable population of productive young workers" to avoid Japan's demographic fate. (bloomberg.com)
Earlier on Abnormal Returns
- Personal finance links: a little upfront effort. (abnormalreturns.com)
- What you missed in our Tuesday linkfest. (abnormalreturns.com)
- Research links: the inherent advantages of algorithms. (abnormalreturns.com)
