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Risk Parity : The Interrogation

Gonna try and listen to this on the plane back to LA. Webcast Replay Download Slides   More from Bwater, Salient, and Invesco: The All Weather Story   Investment Insights – When Yields Rise   Risk Parity in a Rising Rates Regime      …

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Weekend Reads

Three good reads this weekend from Barron’s and the WSJ.   First, the Barron’s ETF Roundtable.   Next, an interview with Ben Inker at GMO, much of which resonates with our thinking:   What’s your current asset-allocation mix? Our benchmark-free allocation fund is long only…

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Time Spent Before Making a Purchase

I made a offhand remark on Twitter awhile back but was curious about how much time people spend researching before purchasing something.  “Amount of time people likely spend researching buying a: car > tv > plane ticket >  crowdfunded startup > stock. My guess it…

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Asset Allocation Tactical Backtester Download

I’m not sure why I didn’t do this before now, but I’m going to try and make a simple asset allocation backtest Excel sheet available to the readers of The Idea Farm.  I’m trying to figure out how to hide and lock the data in…

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What Works Better, Earnings or Dividends?

I wanted to take a look at another long term valuation metric to see how it does relative to our CAPE metric from our paper  Global Value: Building Trading Models with the 10 Year CAPE . So, we ran the same study with dividends as we did…

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