Endowment Investing 2008
I updated some tables with the new Yale 2007 endowment report. One could invest in a weighted portfolio of ETFs for less than 40...
Dollar Signs
Volatility and correlation by Ineichen - longer post from AllAboutAlpha here.----2008 ETF wish listWith nearly 500 ETF/ETNs filed at the SEC, you...
Guest Blog: Tom McClellan
“Did you ever think that making a speech on economics is a lot like pissing down your leg? It seems hot to you, but...
2007 Yale Endowment Report
A little holiday reading for you. . .Link to the PDF is here.----I posted about the January Effect a few months ago. An...
A Little Old School TA
Lots of divergences popping up for US and foreign equities (small cap ETF).And honestly, I don't think I have seen as many head and...
AlphaLetters Quant Paper Reviews
What is the Coase Theorem?--Goldman is preparing the largest hedge fund launch ever - which is surprising given how bad two of their flagships...
Listed Hedge Funds
If I told you you could invest in the activist fund Third Point at a 6% discount to all other investors - would you...
Pats/Jets, Seasonals, and the Return of the MILF
Are the Pats going to run the score up against the whistle-blowing Jets? The markets think so with one of the largest point...
Adooga and the Christmas Price Index
Cool new site - Adooga. Maybe I'll start a contest to redo my blog design.
--
PNC Wealth Management tracks the PNC Christmas Price Index. ...