A Couple Ideas for the Strategic AA Crowd

Besides tax harvesting (selling holdings at losses and switching to a similar index fund), why not move into a fund with big negative capital gains exposure?  From Morningstar:

Today, most stock funds in the Morningstar 500 have negative potential capital gains exposure of between 10% and 50%, but there are some good ones with even more. The highest of all is Fidelity Electronics (FSELX), with a negative PCGE of 509%.

The other idea would be swapping into CEFs trading a big discounts.  CEF discount sorter here.

Listed Alternatives

Is there anyone out there doing good work on the listed alternatives space?  Would you be interested in a newsletter discussing the listed alternative space? 

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Below is a table of some funds – any ones in particular I am leaving out?


Triumph of the Pessimists

Does anyone have the HSBC article "The Triumph of the Pessimists"?  Summary from the FT.


The first Ivy Book review is up from CXO.  If you have checked the book out and have enjoyed the blog over the past couple years – leave an Amazon review!

For those who have the book make sure to check out the book website -  the Errata section highlights some minor errors that made it into the book.  More later.


Some fun diversions from Wired Mag:



Nice way to track the 10-SMA over on Market Rewind.


Imagine the Unimaginable

Stocks outperform bonds in the long run.  Well, in the 1800s that was the realllly long run.  70 years long run.

Article from the FT (via Random Roger).


GTAA ETF Poll & Monthly Rebal Leveraged ETFs

This is interesting.  Direxion launching a boatload of levered ETFs that rebalance monthly.  This is potentially a great solution for those looking to do the timing model leveraged.


Claymore launching the CTI as an ETF (vs the LSC ETN from Elements).  No credit risk but crappier tax treatment.  Who wins?  I’m guessing Claymore.


Markets fall faster than they rise.


Replicating the part of hedge funds you don’t want.


We are in the middle of a discussion to license our GTAA as an index.  Would you be interested in an ETF(s) that track the GTAA and/or leveraged models?

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Book Arrived from Amazon

It sounds like a few people received their copies of The Ivy Portfolio today! 

If you liked the book (or if you hated it),  let me know what you think and please leave a review on Amazon.  Long time blog readers will be familiar with a lot of the material, but hopefully you will find some value in the book. 

More information can be found on the book homepage here.



Nice Interview with O’Neil


O’Neil Interview


The D-Process

Required reading: "A Template for What is Going On"

A sign of the times – on the way from Amazon:

The Great Crash of 1929

Essays on the Great Depression




Cool New Lecture Site

Check out Academic Earth – great site! (HT: RT & SD)

Swensen lecture here.

Shiller lectures here.

Redleaf (Whitebox) lecture here.

Schwarzman (Blackstone) lecture here

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