13F Rebal Time

With all the 13Fs filed and published, AlphaClone and MarketFolly have been cranking away and should be fully updated. Jay’s Hedge Fund Wisdom is out with a new issue.  (Here is a free past issue.) Not surprising, but Icahn, Sprott, and Hayman clones all doing well YTD.  AlphaClone new funds added: Hawkins Capital Dialectic Capital Management…

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All the Stocks and Bonds in the World…$212 Trillion

Nice graphic from McKinsey’s Report “Mapping Global Capital Markets” 2011 here:

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Where the Black Swans Hide and the Ten Best Days Myth

It’s been a little slow with Cambria Quantitiative Research Monthly (more like quarterly), but here is the third issue (and the fourth should be close behind).  It happens to be a bit timely with the recent market action.  Hopefully it gives a little color on why volatility is exploding and some ideas on what to…

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A Little Humor for Volatile Times

Gotta hand it to the NYPost…   HT: MC  

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Stock Market Valuation Models

However, valuation is not a timing tool, and the odds of a creature as fickle as the stock market obliging our “rational” analysis are in truth fairly low…While valuations are blunt tools on a cyclical time horizon, they have the unusual property of becoming progressively finer and finer instruments as the time horizon is lengthened. The following study…

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Regime Change Pt 2

I did a post a few months ago about an ongoing study we are working on that looks at various macro variables and how they affect asset classes.  While we are almost done, a lot of the findings are really cool and we hope to share once we can write them up. We showed that…

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Blame it on the CPUs

Great post from my friends at Bespoke showing that once again, nothing is new in investing…below is their post in its entirety since it is so spot on: “When in doubt blame it on the computers.” Nowadays, this seems to be the go to scapegoat for any market related problems.  Over the last few days, numerous…

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S&P Licenses More Managed Futures

One of the areas that I think is underserved in the ETF space is managed futures.  I would have thought by now that the Henry’s and Dunn’s of the world would have launched a fund, but so far it has been mostly indexes and higher cost mutual funds.  Interesting to see recent news that S&P…

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The Good Judgment Team

I was chatting with Professor Tetlock earlier and he passed along this interesting opportunity.  It looks like fun plus you can make up to $600. To join, go to http://www.goodjudgment.info Dear Colleague, We are writing with an unusual but, we hope, intriguing request.  We are in the process of recruiting knowledgeable people to participate in…

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Apple – Too Big to Succeed?

With the news that Apple is now the largest company by market cap in the US hitting the wire, analysts should take a look at this older post of ours summarizing Arnott’s research. Arnott’s monthly letter is a must read.  In the 6/2010 issue, titled “Too Big To Succeed” he examines how the largest market cap…

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