$100k Paper Competition

In much the same vein as the $10k NAAIM Wagner Award, AQR is offering a $100k prize for a research paper competition. World Beta readers have claimed a few of these prizes so let's get a winner here too!

Research and Publishing

Right now I get most of my ideas out through a few channels, namely: Twitter - for (very) short comments and links (follow @MebFaber). Blog - For short comments and links. Cambria Quant Research - For longer (10-50) page research pieces (you can sign up on the blog or Cambria website to get email notices when they get published).  These are archived...

Two of the Best Months for Bonds, Ever

August and September are turning out to be two of the top ten best months for the long bond.  Ever.  Both had double digit returns. In general, there is not a lot of statistical predictability if you look at just the return series.  However, many of these great months came as the US was turning the corner on inflation in...

World’s First CTA ETF

I got excited when I saw this headline run across my screen, especially right after our post on ETFs people want to see.  Unfortunately, it's not true.  It may be the world's first CTA FOF ETF but there are already a number of CTA ETFs and ETNs out there (LSC, WDTI, etc).  The biggest problem with this fund (listed...

New ETF Suggestions

I got a lot of interesting ETF suggestions from readers over the weekend and this week.  Below is a list of some of the more interesting responses - I'm omitting the few that we plan on persuing as to not give the competition any sort of runway. Some are improbable, others are great ideas, while some totally unnecessary...but keep the...

Endowment Fund Performance (cont.)

As usual, I'll update performance for some of the endowments as the numbers come in.  Below is an update from an earlier post (endowment fiscal year end is June 30th, makes for a tough start to year end 2012)...here is also a fantastic must read from Bogle - The Lessons of History. ( I was considering titling this post...

More Fee Absurdity

This is a nice post by a newly minted mutual fund manager.  Quint touches on the benefits and drawbacks of launching a new fund (something we can certainly relate to) and mentions one of the more ridiculous mutual fund fees baked into their bloated cost structure - the supermarket fee charged by custodians. Fidelity, Schwab etc charge funds an absurd...

Barr Rosenberg Banned from Securities Industry for Life

I mentioned this a few times on Twitter (often I'll post short reads and links on there that never make it to the blog.)  Follow @MebFaber to keep in the loop. This story isn't getting much play but it should.  Most young investors don't know who Barr is but he is one of the most famous people in the investment...

The Genomic Revolution (Ten Years Later)

Once upon a time I was a grad student at Johns Hopkins while working as a biotech equity analyst. Anyways, hard to watch this and not be optimistic (or scared depending on your point of view). Have a great weekend! http://video.ted.com/assets/player/swf/EmbedPlayer.swf  

What ETFs are Missing?

Readers of WB likely saw our annoucement last week : Cambria Files to Launch its Own ETFs. While we have a few great ideas in the works (and keeping a lid on what exactly for a few months), I would like to hear from my readers what strategies (or asset classes, although these are mostly commoditized) they feel are not represented...