06/06/16 – Monday’s Interest-ing Reads

  • If you were looking for anecdotal evidence of a bottom in steel, this could do (MoneyBeat)
  • Low vol funds are not necessarily low risk. (wsj)
  • Speaking of incremental yield corporate bonds are also hot. (bloomberg)
  • There’s nothing easy about investing in biotechs. (ibankcoin)
  • The limits to arbitrage have a large effect on anomalies. (etf)
  • Last week was a big week for the capital markets. (capitalspectator)
  • Stop trying to pick stocks and start focusing on businesses. (joshuakennon)
  • Why companies are holding more cash: R&D intensity. (papers.ssrn)
  • The science of to-do lists. (bigthink)
  • Can non-transparent ETFs save the legacy fund managers? (businessinsider)
  • Don’t underestimate the heft of the mutual fund industry. (fmdcapital)
  • The global economy is chugging along, albeit at a low rate. (blogs.ft)
  • Does higher skewness drive the low beta anomaly? (q-group)
  • Diversification always disappoints. (blog.thinknewfound)
  • Investment theory is still in its infancy, gradually making us smarter (A Wealth Of Common Sense)
  • Nest has been a big disappointment for Alphabet ($GOOGL). (arstechnica)
  • How factors perform across the economic cycle. (factorinvestor)
  • A closer look T. Rowe Price’s ($TROW) push into quant funds. (news.morningstar)
  • Congrats to Carl Quintanilla on his new series, Binge (Medium)
  • On T Rowe’s quant ambitions (Morningstar)
  • It’s harder to get a job at Goldman Sachs ($GS) than get into Harvard. (next.ft)
  • Who wins? Carlyle Group ($CG) shareholders vs. its fund investors. (washingtonpost)
  • Valeant gets the Bethany McLean treatment (Vanity Fair)
  • The odds of a July rate hike have fallen. (crossingwallstreet)
  • Money is gushing into muni bonds. (wsj)
  • Deep value funds are few and far between. (blog.alphaarchitect)
  • 10 favorite follows on StockTwits. (newtraderu)
  • Is this the worst mutual fund of all time? (ValueWalk)
  • Quantopian is going to open up to institutional investors. (ft)
  • Commodities are no longer falling. (next.ft)
  • Bubbles are way overblown. (blog.alphaarchitect)
  • A link to the papers from the Spring 2016 Q Group seminar including Tobias Moskowitz’s “Size Matters, If You Control Your Junk.” (q-group)
  • Peer-reviewed economics papers are increasingly have multiple co-authors and are becoming more gender equal. (voxeu)
  • On the benefits of combining value and momentum. (systematicrelativestrength)
  • What does the typical drawdown in managed futures look like? (managed-futures-blog.attaincapital)
  • Jason Zweig: You better hope your financial advisor has this one quality (Wall Street Journal)
  • Goldman Sachs ($GS) just offloaded some funds to AMG ($AMG). (blogs.barrons)
  • Why housing will “eat the economy.” (csen.tumblr)
  • Rosie flips bearish again (Business Insider)
  • The SEC may finally put the brakes on leveraged ETFs. (wsj)
  • Can CargoMetrics manage money based on data from global shipping? (next.ft)
  • How do hedge funds perform in a crisis? (etf)

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