Meb Faber Research – Stock Market and Investing Blog

Back in Feb I predicted that Gross's new fund would raise $5b (and it didn't so I had to buy Jake at EconomPic dinner...

Living in Los Angeles I've often woken up in the morning to see a big grey haze out everywhere (like today) that people affectionately...

Investment styles go through cycles of performance.  I was chatting with a friend the other day about the relative underperformance of trendfollowing funds the...

This is a paper we put out back in 2010, and I think it is a really fun read.  It combines the January Effect...

Great blog from Thompson called Alpha Now.  They do a feature called the month in charts, a few highlights below...      

Courtesy AAII  

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...

AQR out with a couple new risk parity funds (targeting 10% and 15% vol).  I think when the SEC gets comfortable with derivatives an...

As a follow up to our valuation work, this is a fun table of countries and their CAPE values as well as current drawdowns...

Article & video here on Hedge Fund Letters on some hedge funds doing great this year.  Two  funds mentioned are Appaloosa & Lone Pine. Tracking...