The Holy Grail Quant Screen
From my buddy Wes at Turnkey Analyst - four blog posts that give a sneak look at his upcoming book (I'll update as they come out):
This...
Travel: Livingston & Chicago
I'm headed to Livingston, Montana this weekend to go flyfishing with the Fabers, and then off to Chicago early next week for meetings and...
The Coming Dividend Tax Hike
I was going to make the below an issue of The Idea Farm, but there is so much content I want to pass along...
Travel: Newport Beach
I'm driving down to Newport Beach today for the Index Universe conference tomorrow. Drop me a line if you're around!
A Match Made in Heaven
Revisiting Kat's Managed Futures and Hedge Funds: A Match Made in Heaven
From the paper:
"The benefits of allocating to alternatives with a sizable percentage allocated...
Macro Pessimism, Micro Optimism (Part II)
Back in June we did a blog on some of the most interesting new companies being run by brilliant entrepreneurs (also older, lifestyle post here). ...
The 9 Hedge Funds That Really Like Apple (AAPL)
Apple is up about 74% in 2012, which is not bad considering that performance follows years of 26%, 53%, and 147% the prior three...
Overview of ETF Managed Space
Nice PDF from Morningstar on the ETF Managed Portfolios space.
A few stats from the paper:
Morningstar is currently tracking nearly 490 strategies from 120 firms with total...
Wriston’s Law
Pretty cool online value conference coming up in a few weeks. I wonder how quickly most of the conference biz will get disrupted by...
Modified Shiller CAPE and Taking SF -6.5?
Kind of a foggy day here in SF, but have had fun catching up with old friends and new meetings as well. Drop me...
