Endowment Investing 2008

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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

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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

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“Did you ever think that making a speech on economics is a lot like pissing down your leg? It seems hot to you, but...

Happy Holidays!

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2007 Yale Endowment Report

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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

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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

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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

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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

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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

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Cool new site - Adooga. Maybe I'll start a contest to redo my blog design. -- PNC Wealth Management tracks the PNC Christmas Price Index. ...