Thread by @goodalexander

Some markets related reading I've done past 2 months I found actionable/interesting:
1/ IESE Biz School Paper on equity risk premium in 88 different countries in relation to risk free rate. Nice because it has standardized results going back to 2008. poseidon01.ssrn.com/delivery.php?I…

2/ Paper on run up into the close -- hedging intraday demand -- fairly robust discussion of all major asset markets. TLDR it's worth studying how momentum/ mean reversion plays out statistically in stuff you trade going into the close. long backtest
www3.nd.edu/~zda/intramom.…

3/ Marc Andreesen on crypto. Think we're seeing some (rumored) monster venture flows into the space next few months which is part of price action and this piece helped catch decent amount of ETH move marginalrevolution.com/marginalrevolu…

4/ Interesting podcast -- on politics but trading related podcasts.apple.com/ni/podcast/thi…
my mentor this past quarter has been pressing me to attach confidence estimates to predictions formally at outset of prediction as it improves iteration quality. Good cross domain

5/ AQR. "when papers come out saying that if you invested in all the published factors right after they were known you’d only get alf the backtest going fwd, others see a problem while we generally pump our fists in a kind of obnoxious yes!!!-like motion"

aqr.com/Insights/Persp…

6/ Interesting article discussing on Tiger Global's. "Maximum Deployment Velocity and Better/Faster/Cheaper Capital for Founders" venture strategy

randle.substack.com/p/playing-diff…

7/ Convexity Maven "Open Letter to the Fed". convexitymaven.com/wp-content/upl… -- Tries to be actionable without complaining about it.

8/ ETH Wiki on proof of stake. eth.wiki/en/concepts/pr…
ETH going deflationary in past week due to all the NFTs/ network usage I think means it's important to ramp up on the ETH network upgrade. Also worth reading EIP 1559 github.com/ethereum/EIPs/…

9/ Amazon OTT Advertising Guides. advertising.amazon.com/library/guides… As Google/FB become consensus long I increasingly think ppl are sleeping on massive incrementality of Amazon's order history + address in the context of TV advertising. AMZN ads likely will take share bc of this.