AlphaJuice Monthly

Question for my readers, would you be interested in a monthly e-book/magazine that had about 10-20 of the best articles from the web on portfolio management, trading ,etc each month?  I imagine it would be available online as well as possibly on Amazon, and say $5 per month or $50 per year price range. The model is Hacker Monthly, also here....

Airplane Reads

Science and Art of Manager Selection (Barclays) A Primer on the Euro Breakup (Variant) Below is a chart of the top 5 public managed futures by AUM, kind of reminds me of the old Tom Basso article "Buy Them on Sale" (and actually looks like MS getting this right with their recent bump in managed futures allocation recently).  I also include...

Put Write ETF Coming to Market

I wondered a few months ago why there wasn't a put-write ETF on the market, and I'm a little slow to this but apparently there is  a put write ETF coming to market (well, if the SEC ever starts allowing these types of funds to market). Though, 0.95% for an index seems too steep to me (should be ~.5% or so)....

Talk in Newport

After heading to Bermuda this weekend for the hedge fund conference (for the first time - open to suggestions) I'll be back in SoCal to chat at a Powershares event next week in Newport Beach, details below if you are interested:     SCHEDULE1:00 PM – 1:30 PM  Lunch & Registration 1:30 PM – 3:30 PM  ProgramProgram Eligible for 2.0 Hours of CFP and Non-IMCA CE...

Adding a Few New Sites to the Blogroll

Including Trading Economics, Jason Hsu's blog, and the Institute for International Economics.

Is It Time To Invest In Housing?

Back in September 2007 and October 2008 we talked a bit about applying a simple timing rule to the housing markets.  We found that using a simple trendfollowing approach to the housing indices would have worked nicely if someone could "time" the housing market.  While the housing market is illiquid (and unfortunately, and surprisingly to me, the housing futures...

Talking Currencies (Crickets)

The topic that gets the least amount of responses on the blog is FX (for a lot of reasons).  But a quick question for the FX nerds on the list, have you seen any papers as to which currency valuation method has worked the best in the past? Lots of acronyms here, (PPPs BEERs CHEERs and PEERs) but I don't...

Best Trade Idea Contest

I forgot to post this last week, but Charles Skorina, who is the resource for all things endowment and CIO related, is co-sponsoring a contest and the winner gets a free pass to Drobny's annual macro conference (open to only 100 or so mostly buy side managers only).  See below:  Announcing the Skorina/Drobny Best Trade Idea Contest:    Maybe nobody invited you to...

Dividends and Buybacks

Jeremy Schwartz, the director or research over at WisdomTree, is one of my favorite writers to follow (you can find his archived commentary under Institutional Reads > WisdomTree in the blogroll or here.) A couple fund reads: The Importance Of Dividends And Buybacks* Ratios For Gauging Equity Values When Will Apple and Google Start Paying Dividends? The last paper has a chart that...

One Of My Favorite Things All Year

Banff Mountain Film Fest. Check here for schedule when they may be near you. [youtube https://www.youtube.com/watch?v=DHDGv1RR2v4?feature=player_embedded]