Weekend Linkfest
Three ETN's are coming out that attempt to replicate Ben Graham's investment methodology.In a related note, I always wondered why an issuer didn't come...
Dow 300 Point Days and Volatility Clustering
I don't really get Kedrosky's post on 300 point rallies in bear markets (as a follow up to Ritholtz). The point value is...
Harvard Endowment 2008 Results
Estimates for returns for the fiscal year ending June 30th, 2008 are around 7-9%. Pretty impressive considering stocks were down more than -10%...
Alpha Persistence & A Simple Momentum System For Beating the Market
Alpha persistence in long short hedge funds. This study gives a lot of support to the upcoming AlphaClone software launch.This is similar to...
150th Anniversary of "On the Origin of Species"
The Genius of Charles Darwin
Episode One here
Weekend Linkfest
From Bespoke - the second worst month for commodities ever.If you remember from this earlier post, after an asset class takes a big dump...
