Let Warren Buffett Manage Your Portfolio
Warren Buffett is one of the most celebrated investors of all time. Buffett learned his craft from his mentor, Benjamin Graham, author of...
Letting the Top Hedge Funds Managers Pick Your Stocks
To celebrate the launch of the my new software company, AlphaClone, I thought I would write a few articles on tracking the stock picks...
Screens for the January Effect in Small Caps
Here is a follow up to the article I wrote on the January Effect in small caps. It found the effect especially pronounced...
Which Portfolio Would You Rather Have?
Which portfolio would you rather have? From 1985 - 2008: Portfolio A Return: 11.98% Volatility: 15.60% Sharpe Ratio: 0.43 Worst Year: -17.99% or Portfolio...
The January Effect After Really Bad Years In Stocks
2008 is shaping up to be a terrible year for stocks with most indices down around 40%. It...
Tbills Yield Nothing, Gold is in Backwardation, and Shilling Hits it Out of the Park
I spent the past weekend in Colorado (go Broncos!), and looked through my father's library at some of my old books. I grabbed...
AlphaClone Launches!
After a year of hard work, the startup I have been working on with my co-founder Maz Jadallah goes live today!I will do a...
Long/Short Version of the Model
I get some of the same questions regularly- so when I do the site redesign I am going to include tabs for FAQs as...
Being Long Classic Risk Premia Is A Terrible Place To Be This Year
Being long traditional risk factors has been an awful place to be this year. The lesson of the stability of correlations is especially...
