Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s edition including a look at how machine learning works.
Quote of the Day
“What trillion-dollar problem will Al solve? Replacing low-wage jobs with tremendously costly technology is basically the polar opposite of the prior technology transitions I’ve witnessed in my thirty years of closely following the tech industry.”
(Jim Covello)
Managed futures
- Why managed futures stand out among hedge fund strategies. (mrzepczynski.blogspot.com)
- Comparing the correlation benefits of managed futures vs. market-neutral multi-factor investing. (insights.finominal.com)
- Michael and Ben talk with Eric Crittenden of Standpoint Funds. (awealthofcommonsense.com)
Research
- What role do commodities play in a portfolio? (blogs.cfainstitute.org)
- Are analyst earnings forecast errors predictable with macroeconomic data? (federalreserve.gov)
- Why do investors prefer lottery stocks? (alphaarchitect.com)
- On the valuation of TIPS and nominal Treasury bonds. (papers.ssrn.com)
- How views of the market differ between academics and normies. (mailchi.mp)
- Structured products are less popular in the U.S. than in other markets. (klementoninvesting.substack.com)
- Skepticism about AI is growing. (institutionalinvestor.com)
