I wanted to comment on the CTA performance paper I mentioned the other day. From the paper: We focus on commodity...

Back in March of 2007 I wrote about how the option selling funds were a blowup waiting to happen. Below is an update...

I think Japan could have a monster year in 2009 – they are back to where they were in 1982, and have experienced...

..all correlations go to 1. This year has been marked by truly horrendous returns, not just in equity markets, but in...

With October shaping up to be as bad (and probably worse) than September, let’s look at what happens after two...

I guess when you return 870% in a year you can write whatever you want. . . —- Another blogger pulls his content...

Looks like we’re not the only one that is heavy in cash – Cohen moves most of his fund to money markets...

Taking a look at Bespoke’s data for the ten best days in stocks since 1900, 4 are during a bear market, and 4...

Great interview with Grantham from GMO in this weekend’s Barrrons. My favorite quote: Barrons: Do you think we...

Nice new paper out, “Unbundling Hedge Fund Beta” which finds that hedge funds are good at timing the...

People email me every day asking how the timing model has held up during this market dump (short answer: great). The...

While some of the most famous hedge funds are getting hammered (here and here and here), there are still some top...