Combining Rotation and Timing Systems
This is probably the #1 question I receive on email, usually in two forms:
q #1 - "Meb, have you considered combining the two timing...
Market Efficiency
I love it when people place creative names on otherwise boring academic papers (Katz is one of the best).
Case Closed by Haugen
Great review by...
World Beta Value Masters
Wow - the World Beta fund group we have been tracking on the blog since Jan '07 is beating the market by 30% this...
Simple Momentum Rotation
I was flipping though Mike Carr's book again the other day, and decided to download the monthly data for the Fidelity Select Sector funds...
Asset Allocation Backtesting Software
There are a lot of asset allocation software choices for the professional - Morningstar's Encorr, MSCI Barra - but not many for the individual....
Anyone speak Italian?
Not sure if this article is a pan or praise:
"Vuoi un guru? Te lo copiamo noi"
Lazy Portfolios, or, The Revenge of 60/40
There has been some discussion around the blogosphere regarding returns from strategic asset allocation strategies. Here is a post on the Yale endowment &...
People Suck at Investing Part II, the ETF Version
Least surprising data of the day. Although this has nothing to do with the vehicle (ETFs, the same thing happends with mutual funds), and...
Fund Manager Profiles
I was making a list of books that profile fund managers - are there any that I am missing?
Hedge Hunters by Katherine Burton
20/20 Vision...
