Trading System Backtesters and Updates
I get a lot of emails asking about good software to use for X. We do almost everything in Excel with macros, but I...
The Idea Farm
We are going to start rolling out some interesting ideas this summer in the content space. Would like to hear your feedback on a...
Long Way Down
Here is the graphic from the last post of 30 country ETFs we track, and you can see the US is holding up much...
2 Out Of 3 Countries Are In A Bear Market
I took at look at the top 30 country ETFs we track, and thought it interesting that two out of three were in bear...
Momentum, Low Vol, Risk Parity, and Asset Allocation
Lots of people emailed this over today. Nice article (although the Sharpe Ratios are overstated since they exclude the rfr for some reason.)
Adaptive Asset...
Hedge Fund Interviews
Some fun interviews in here including Dalio, O'Shea, Woodriff, and Thorp. For instance I had no idea Thorp ran a trendfollowing fund from 2007-2010...or...
Top 10 Financial Research Papers of the Year
Whitebox folks awarding $25k to the top paper (HT: Tradestream). Papers below:
“Information Leakage Prior to Company Issued Guidance” – Financial Management; Anna Agapova and Jeff...
Self Publishing & Airplane Reading
I'm on the plane to NYC (and reminding myself how much better Virgin is vs. any other airline) and reading a few new research...
“Every human being on the planet should short Treasuries”
That was a quote from a famous market pundit in Feb 2010, who also described the trade as a "no-brainer". Had you followed this...
