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Bond Drawdowns

Ok, a 15% decline on the long bond isn’t the end of the world…but how does that look in context to history? Luckily we have lots of old posts on the blog that look at bond drawdowns and what they mean for future returns… Is…

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The Best Thanksgiving Recipes on the Internet

A few months ago we applied a quant approach to selecting recipes.  Let’s apply the same methodology we talked about before: “I’m a quant so I like to screen, sort, and rank till I’m blue in the face.  So, since cooking is basically just formulas,…

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Over-Rebalancing

Research Affiliates has been churning out some great content lately.  In their recent piece titled “Timing “Smart Beta” Strategies? Of Course! Buy Low, Sell High!” they examine some value based factor rotation strategies.  Namely, they examined rotating among the factors that had the worst 1,3,5,and…

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Free Books! Also NYC, DC, Richmond, and OC

Super quick note to remind everyone that our last four Ebooks are free on Amazon for one more day, so don’t miss out! Likewise a reminder we are giving away a free month trial to The Idea Farm. I’m also giving the following speeches (links to…

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Value and Momentum Starting to Align

Long time readers know that I talk a lot about two ancient investing strategies – value and momentum/trend.  Often I will mention that my favorite setup is when the two align, although that only happens about a third of the time for any given market.…

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