Tuesday Reads

Below is my mid-week investment reading list. Needless to say I am a bit behind on my reading!

Demystifying Managed Futures Funds – Seeking Alpha

You’re obsessed with outcomes. Here’s why attention to process pays off. Barry Ritholtz, Washington Post

Pragmatic Capitalism:

Why are Treasury Bonds the Ultimate Safe Haven?
The Importance of Global Asset Allocation – Japan Edition

A Wealth of Common Sense:

Asset Allocation 2.0 (and 3.0, 4.0, etc.)
When Diversification Works

A Gift From God – The Irrelevant Investor

Swedroe: Make Your Retirement Money Last – ETF.com

Even God Would Get Fired as an Active Investor – Alpha Architect

Why Is Momentum Neglected? Dual Momentum

Tactical Alpha Part III: Asset Allocation vs. Security Selection – GestaltU

“Sell Hubris, Buy Humiliation” – The Reformed Broker

James Montier on Fed-Induced Bubbles, Market Valuations, Smart Beta and Liquid Alts – Advisor Perspectives

Fama on Momentum – AQR

Research Affiliates:

Timing Poorly: A Guide to Generating Poor Returns While Investing in Successful Strategies
Peak Profits
The Confounding Bias for Investment Complexity

GMO:

GMO Quarterly Letter
Market Macro Myths: Debts, Deficits, and Delusions