Your weekly dose of liquid brainfood Our weekly review of things that caught our attention. Some things new, some things aged. Just like a good wine. From easily digestible to the hard stuff. Reflections on 2019 made simple: Use the BlackRock Geopolitical Risk Index as a substitute for year-end reviews Why Trend-following hasn’t performed [...]

Our weekly review of things that caught our attention. Some things new, some things aged. Just like a good wine. From easily digestible to the hard stuff. Discussed on Twitter and the Systematic Investor Podcast: The illiquidity discount by Cliff Asness. The main question of the article and the ensuing discussion concerns the question if [...]