There are some exciting developments coming down the pipe at Cambria. One of them was prompted by the daily requests over email and phone that ask me what I am reading or what information I find useful.
Starting next week (probably), I’ll be sending out a daily email with the one best paper/article/book/etc that I’m reading that day. The archives will be found on the Cambria website, and to subscribe you simply edit your email preferences for our mailing lists. If you haven’t signed up you can do so either on World Beta (Timing Monthly Newsletter) or on the Cambria website (Performance Updates).
The first note that goes out will be a link to my new paper. A sample note is below:
State Street Global Advisors: Quant Strategies Can Succeed in Inflationary Times PDF (link fixed).
This paper looks at the returns of value and momentum during low/medium/high inflationary episodes in the US back to the 1920s. Value does better during low or falling inflation while momentum does much better during rising and high inflation.