The End of a Trend?
Investment styles go through cycles of performance. I was chatting with a friend the other day about the relative underperformance of trendfollowing funds the...
Politics and Profit
This is a paper we put out back in 2010, and I think it is a really fun read. It combines the January Effect...
The Global Market Portfolio
Nice paper:
Strategic Asset Allocation: The Global Multi-Asset Market Portfolio
Abstract:
The portfolio of the average investor contains important information for strategic asset allocation purposes. This portfolio...
Alternatives Update (Risk Parity Funds Launch)
AQR out with a couple new risk parity funds (targeting 10% and 15% vol). I think when the SEC gets comfortable with derivatives an...
Blood in the Streets
As a follow up to our valuation work, this is a fun table of countries and their CAPE values as well as current drawdowns...
Funds Killing It This Year
Article & video here on Hedge Fund Letters on some hedge funds doing great this year. Two funds mentioned are Appaloosa & Lone Pine.
Tracking...
Turn That Frown Upside Down
What is a simple way to generate more alpha? Take your alpha strategy, and do the opposite!
The Surprising 'Alpha' from Malkiel's Monkey and...
The $130,000 Idea Challenge
From the folks at Orgami out with a new investment $130,000 contest.
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Also, another fun Idea Farm email went out last week that has an...
