Quant TAA Paper Updated
For real this time!
Somewhere in the Internet ether, between my computer and the SSRN I managed to send in the wrong PDF. I thank...
A Quantitative Approach to Tactical Asset Allocation Updated!
I have finally (I think) finished updating my 2006 white paper. While the Journal of Wealth Management published the 11-page paper in 2007, this...
Gold Ready to Test Resistance at $1000
Trading at $980.
In previous posts I talked about round numbers (and why support and resistance works), and how once a trading vehicle breaks through...
Hedge Fund Software Looking for Head of Marketing and Sales
AlphaClone is hiring! Here is the ad on Craigslist, and the full text below:
AlphaClone, a privately-held 10 month-old San Francisco start-up, has an exciting...
2009 Global Investment Returns Yearbook
(Quick note - I'm playing around with Twitter, and you can follow my updates here. I would be surprised if I last more than...
Deflation Economics
I am traveling to Big Sky this weekend, so if there are any readers in Bozeman or on the ski hill drop me a...
Asset Class Rotation
I was at dinner the other nite and someone mentioned Decision Moose, so I thought I would do an update on a very simple...
Portfolio of Risk Premia: a new approach to diversification
This is a nice paper by the folks at Barra, although I am not so sure why this doesn't fall in the portable alpha...
Market Cap to GNP
I remember clipping this graphic out of the newspaper in college (I may still have it somewhere). Although it seems to me the current...
