Asset Allocation Strategies

I’m doing a white paper/blog posts (or book depending) on some of the most popular asset allocation strategies.  Below are a few we are going to write about….any good ones I’m missing? Strategic  60/40 Equal Weight Coffee Can Tobias Bernstein Endowment Norway Minimum Variance Permanent Risk Parity (All-Weather)      

Keep Reading...

Five Million Dollar Investing Ideas (Part 5/5), Best Ideas/Emerging Managers Newsletter

5.  Investment newsletter focused on Best Ideas.  Each month interview a hedge fund or other manager and outline their 1-3 best ideas.  Manual of Ideas does this a bit with their online conferences, and I know periodically Barron’s does their roundtable, Private Investment Brief is a spinout of Santangel’s, and SumZero or VIC have private networks where…

Keep Reading...

How to Get Compustat Backtesting for Cheap

I used to use Portfolio123 years ago but stopped since they didn’t include dividends.  And not including dividends is like having a car with no engine.  I was pleasantly surprised to see they have now integrated S&P Compustat (which along with FactSet are the two best institutional quality backtesters but both cost well over $50k…

Keep Reading...

Why We Moved to Premium

I received a lot of emails from readers on the shift to a premium offering, so I thought I would summarize the why and the what.   The What 1.  If you subscribe to MFR or Idea Farm you will get first look at our publications, including the recently completed QTAA paper 2012 update. 2….

Keep Reading...

The Two Biggest Threats to the Equity Rally

I’m pretty bullish on stocks right now.  Global valuations are cheap, although the US is one of the top 4 most expensive markets on a 10 year CAPE basis.  But right now, the US is allowed to be expensive. Below are the two biggest threats to the equity markets.  Let me explain:

Keep Reading...

Blood in the Streets (or, Why Investing in Low CAPE Works)

People often ask me why we use 10 year inflation adjusted PE ratios rather than simple trailing 12 months.   Below are two charts that I think are at the crux of the arguement, and basically visually demonstrate why CAPE works.   0.75 correlation for CAPE, and only 0.24 correlation for TTM PE.

Keep Reading...

Would You Rather?

I don’t pretend to consume information the same way my readers do (I still don’t have a Kindle or iPad, though probably should).  I was chatting with a reader over breakfast and this question came up, so I thought I would ask you directly how you would prefer to receive The Idea Farm content…  …

Keep Reading...

You Are Not A Good Investor

You probably think you are good at picking stocks (and investing in general).  I hate to be the bearer of bad news, but you are not.  In fact, you are terrible at investing.  Now, there may be a few of you that outperform, and part of that is due to luck, but I am speaking…

Keep Reading...

Free Data Sources

Every day I receive a slew of emails asking about historical data.  While I use Global Financial Data ($), below are some resources for free and paid historical data.  If you are close to a B-School you can probably access a lot of the paid for free as well.  Some readers also suggested public libraries that give…

Keep Reading...

Activist Investing – 9 Stocks They’re Buying

Quartz had a fun profile of some activist investors recently.  The profiled best friends Ackman, Icahn, and Loeb in addition to Greenlight, Trian, Jana, Elliott, Starboard, ValueAct, and Relational.   I thought it would be instructive to take a look at a portfolio of these funds to see how it would have performed since 2000, as…

Keep Reading...
Page 28 of 152« First...1020...2627282930...405060...Last »
 
 
Web Statistics rel="shadowbox"