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Noteworthy for Two Reasons

iShares and an AZ pension fund are teaming up.  First, since iShares is launching their first active funds.  But more importantly, a real money fund is basically launching their own ETFs.  I am surprised this hasn’t happened sooner.  If I was a family office that…

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Hussman Speech from Wine Country

Even though I left (and later sold) my car in Paso Robles on the way up, it was worth it to connect with some friends in Sonoma.  Here is a link to the presentations from a number of speakers, and I’ll link to the videos…

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Another $10k Winner

Glad to hear that another blog reader won another big prize this year, the $10k Wagner Award.  Going to download it and the other interesting papers from the NAAIM website (they also have a conference coming up in Denver).:   Click here to view and…

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Quant Approach to TAA Paper Updated

I updated our 2006 paper “A Quantitative Approach to Tactical Asset Allocation”.  I am going to send it to The Idea  Farm list this Friday so make sure to signup!     This 70 page new update includes: 1.  Results are extended out-of-sample to include the…

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Countries & Sectors

Below is a dump of CAPE data from the subscription product.  Going forward these will only be on the Idea Farm so signup there if you want the CAPE updates.   First up is the CAPE values for countries around the world: The difficulty I…

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Claim Your $

I do this post every year…let me know if you find anything! Old post below for background: Since it is tax time make sure to make your way over to the NAUPA site here and start your search for any unclaimed property.  As always I’ll post if…

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Inefficiencies in the Pricing of Exchange-traded Funds

This looks good – unfortunately will not still be in NYC…   Inefficiencies in the Pricing of Exchange-traded Funds   MONDAY, April 15, 2013 (5:30 PM – 7:30 PM)The Cornell Club of New York (Fall Creek Room)6 West 44th Street, New York  NY 10017  Antti Petajisto, Ph.D. BlackRock Multi-Asset Strategy Group  …

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Success Leaves Traces

That is a great John Templeton quote (that I plan to use as the title for an upcoming piece.)  I was stuck in the Philly airport during the NYC ground stop on Wednesday, and started, then finished, the book The Outsiders: Eight Unconventional CEOs and Their…

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