A great new book out from Wes Gray and Toby Carlisle: Quantitative Value, + Web Site: A Practitioner’s Guide to Automating Intelligent Investment and Eliminating Behavioral Errors.
My blurb: “Gray and Carlisle take you behind the curtains to build a black box based on the best value minds in finance. They combine academia’s best ideas with the ideas of Buffet, Graham, and Thorp, to develop a quant system that performs in markets both good and bad.”
Unrelated, but I did a post last year that is a simple system that updates once a year, picking the top asset classes based on prior year momentum. This would have you in international REITs and foreign stocks for 2013….some asset class returns for 2013:
Click to enlarge: