Best Resources

I use these blogs, books and podcasts regularly and add their insights to my own analysis to reach a balanced view on where we currently stand in the markets. Good information is key to good investment decisions.

Free

Quant

Macro Charts (pinpointing major inflection points with lots of data, charts and a great track record)
Rob Carvers blog (deep dive into quantitative trading; must-read books)
Flirting with Models (in-depth research into the basics of investing)
GestaltU (in-depth research into the basics of investing)
PHILOSOPHICAL ECONOMICS (independent thinking on what lies beneath the market, I read foundational research for my Meta Strategy here)
Alvarez Quant Trading (insights on trading independently and model based)
Dual Momentum (simple, effective tactical asset allocation strategy & book)
Almanac Trader (seasonal influences quantified)
Investment Cache (ideas about systematic investing from Singapore)
VIX Central (essential information about the VIX Futures Term Structure)

Fundamental

Wolf Street (daily in-depth analysis of fundamental data)
PRAGMATIC CAPITALISM (background thinking on how money works, FED policy, MMT etc.)
Advisor Perspectives (background information, commentary and use cases for fundamental data, my source for the LEI indicator) 

Technical (I use some straightforward measures and mostly look at where technical indicators are used quantitatively or to support a thesis) 

Andrew Thrasher (quantitative technical analysis)
Weis on Wyckoff (daily stock market update gives a quick overview where the market stands technically)

Macro

Edge and Odds (daily summary of major events influencing the markets)
Macro Ops (insightful Monday morning market analysis)
Jesse Felder (valuation driven macro blog with large part as paid subscription, had a bearish bias for a long time)
The Capital Spectator (daily economic news flow summary, background analysis)

Other

Howard Marks Memos (wisdom from the grand master of distressed credit)
Meb Faber (a pragmatic and complete investing background; blog, free books and podcast – listening from the beginning is an in-depth course in modern investing)
Morgan Housel (inspiring meta thoughts on the world of investing in the broadest sense)
TraderFeed (short term trading and trading psychology)

Subscription (no endorsement for subscriptions – I may only read the useful free content)

SentimenTrader (a plethora of quantitative studies looks at the market from different angles every day; one of the best sources I know, but really needs a full subscription to be useful)
Spot Gamma (Gamma Exposure influences on the market; insightful free background information and blog)
Quantifiable Edges (quantitative studies with occasional good insights in free blog)

Podcasts

The Meb Faber Show: Start at episode #1 for a complete investment course – older episodes cover basic principles
Masters in Business: excellent interviews with thought leaders on the economy
Animal Spirits: a down to earth & fun take on finance and the market
Invest like the Best: thoughtful in-depth interviews
Top Traders Unplugged: trend following wisdom with top managers as guests
Chat with Traders: insights into active trading in practice
Pivot: an irreverent take on current events in the tech world

Books

Global Asset Allocation, The Ivy Portfolio, Global Value by Meb Faber (Meb´s books are a great quick read to get an introduction into solid investing principles)
Systematic Trading by Robert Carver (must-read book on how to go about constructing a systematic trading portfolio)
Expected Returns: An Investor’s Guide to Harvesting Market Rewards by Antti Ilmanen (the reference bible for sources of return and edges)
Dual Momentum Investing by Gary Antonacci details a method using trend and relative momentum in a long-only ETF portfolio with very few moving parts – great basis to learn about the effectiveness of simple tactical asset allocation over time

My favorite books on strategic trend-following:

  • In “Following the Trend” Andreas Clenow shows how a simple trend strategy explains the majority of returns from major CTA funds and how it behaved historically over the years in great detail with straightforward ideas on Investment Universe, Position Sizing, Leverage etc..
  • Michael Covel gives a thorough overview over the industry and concepts in „Trend Following”
  • In “Trend Following with Managed Futures“ Alex Greyserman and Kathryn Kaminski take a very long-term look at trend-following and make the academic case for viewing it as an alternative asset class.