LinkFest

How is it that the Celtics are only trading at slightly better than even odds to win the NBA title? From Tradesports: —- Brits turning down free money. —- Samuel Israel clearly faked it and made a run for it. It reminds me of some the the great financial thrillers by Paul Erdman (The Set-Up)….

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When Markets Collide

I just read El-Erian’s new book When Markets Collide this past weekend. Am I the only person to notice that his allocation only adds up to 98%? Weird. (I just added 2% to cash.) I did like this quote from the book which reminded me of my post a couple months ago on optimizing happiness:…

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Asset Allocation vs. Interest Rates

I created a Google Custom Search Gadget and added it to the World Beta toolbar. It searches only the top 50 investment blogs. Let me know what you think (and if I should add some more blogs). You can also find the search site here where you can customize the gadget or add it to…

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LinkFest

Just added The Capital Spectator to the Blogroll. Picerno has a great article on the global capital markets portfolio – and so far no ETF shop has gotten it right (they usually exclude commodities and REITs). My estimates for the global market portfolio are (comment if you have links or better numbers): (I consider the…

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Stock Screening

So far it doesn’t look like there have been any studies that divide factor research into bull/bear or trend periods. If there are any readers that use Factset (especially in SoCal)and would like to collaborate, let me know. —- I posted back in November a simple stock screen and the top picks it returned. Since…

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LinkFest

Investing in farm stocks all over the world. —- A very cool Magnetic Movie. —- For Ray Kurzweil, the Future is Now. Did you know he runs a hedge fund? —- The dreaded Black Swan formation just showed up on the S&P. I’m not going to even comment on Taleb’s new diet. —- Bill Miller…

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Periodic Table of Returns

Here is a nice table from Prudential that shows the benefits of a good asset allocation. The second page has a statistic that shows the performance of the same allocation I use in my paper (20% each in US Stocks, Foreign Stocks, Bonds, REITs, and Commodities). 83% of the years since 1973 are above inflation,…

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Weekend Linkfest

You know you’ve made it as a blogger when someone gets to your site by searching “how to blow something up” (currently 5th ranked search query on Google for that phrase). The only weirder search was “Bill Gross’s moustache”. —- Heebner is on fire. —- Who knew something as cool as the Hybrid Tech 220+…

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Factor Based Stock Screening for Up and Down Markets

Charles Kirkpatrick has been publishing his market newsletter for decades. His simple factor based stock-screener has been beating the pants off the market for a long time. Here is a paper he published in 2001 “Stock Selection – A Test of Relative Stock Values Reported Over 17-1/2 Years“. He has continued to refine and simplify…

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Books in the Mail

The Intelligent Portfolio: Practical Wisdom on Personal Investing from Financial Engines by Bill Sharpe Hedge Funds: An Analytic Perspective and The Heretics of Finance: Conversations with the Leading Practitioners of Technical Analysisby Andrew Lo Here is a FANTASTIC speech by Lo at the MTA meeting in New York. Highly recommended. Lots of white papers and…

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