Here is a list of posts I found especially insightful.

A great piece by Morgan Housel: The Psychology of Prediction

An interesting note from Taleb on ergodicity in a risk-taking area: The Logic of Risk Taking

A good bit of explaining why known trading strategies still work. By Cliff Asness: How Can a Strategy Everyone Knows About Still Work

A detailed explanation how moving averages work as downside protection, and a great long-term strategy introduced: Philosophical Economics: Growth and Trend

Data sources

An updated repository of historical returns between asset classes, sectors, international markets and emerging markets. Not the original source of the data, a compilation, but a beautiful one. By Novel Investor.