Strategic and Tactical Beginning to Blur (or 60/40 is Riskier Than You Think)
This is a great piece from Brad Jones at Deutsche Bank.
Serious must read.
Summary here.
PDF link below:
Rethinking Portfolio Construction and Risk Management - A Third...
$5(B)mln Idea
Excited to see the news that the SEC has hired a new ETF Czar, Barry Pershkow. There has been quite a logjam/blockade at the SEC...
How To Get To 20%, or, Extensions to QTAA
The title of this post is meant to be a bit playful, but below is our first attempt at what should be a regular...
Combining Value and Momentum Approaches
This is a really interesting semi-annual report from Hussman. In it he shows the returns of his main fund, both hedged and unhedged. The...
Value and Momentum VAMO
Quick test, nothing too exciting but agrees with most research. Simply ranked 13 top world equity markets by a value composite (average of ranks...
Cocktail Indicator
I am wrapping up my trip in Sydney (wonderful country, people, and beaches), and mentioned on Twitter yesterday that I thought the AUS $...
Active ETFs – $50(0) Billion in 5 Years?
I look forward to meeting a few readers at the conference in Sydney tomorrow, and I'm chatting a bit about active ETFs. The active...
