Volatility-Responsive Asset Allocation
Fun paper from the good folks at Russell Research. Although I would argue the volatility is an artifact of prices declining, and this could...
Shiller CAPE for the G8
Most stock market valuation models are not that predictive in the short term. However, value tends to work great on longer term timeframes. We...
Permanent Portfolio ETF to Launch
One of the trends in ETFland is launching funds that fall under the banner of what I call 'investable benchmarks'. Depending on your worldview...
8%? Try 4% (or 1.1%)
Long time readers know that we take issue with the arbitrary 8% return target for most real money funds. We put out a paper...
Survival of the Fittest
Survival of the Fittest for Investors: Using Darwin's Laws of Evolution to Build a Winning Portfolio - Dick Stoken
This was a good book to flip...
Momentum for Dummies
Must read! From the always great Leuthold Green Book, they report stats on a similar study we used to run (post from back in 2006!),...
Extensions to QTAA
I get a ton of emails with ideas and questions about trading systems. We put together a research piece that answers a lot of...
