This is a summary of links featured on Quantocracy on Saturday, 06/25/2022. To see our most recent links, visit the Quant Mashup. Read on readers!
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How I Invest My Own Money: Robust to Chaos [Alpha Architect]A lot of people ask me how I invest my own money, and I am always happy to oblige. But I have never discussed the topic in the public (unlike my friend Meb, who has a great post dedicated to the subject). However, this past week Justin and Jack asked if they could grill me on my personal portfolio for their excellent podcast, Excess Returns. You can listen and/or watch the podcast via the
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The power of macro trends in rates markets [SR SV]Broad macroeconomic trends, such as inflation, economic growth, and credit creation are critical factors of shifts in monetary policy. Above-target trends support monetary tightening. Below-target dynamics give grounds for monetary easing. Yet, markets may not fully anticipate policy shifts that follow macro trends, for lack of attention or conviction. In this case, macro trends should predict