Informational Portfolios

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Nice article out of Morningstar's ETFInvestor where they are now tracking six new quant models of ETFs.  Many of these use the 12-month SMA...

Stocks to Rebound in …..2027?

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I posted the below charts about a year ago.  They are often used to justify a generational buying opportunity in stocks. Both charts show the...

Looking For Something Volatile to Trade? How About Bonds?

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Zeros up a whopping 50% in 2011.  I know there has been a lot of 2011 year end lists but figured some would like...

New Year Reads

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I have spent quite a bit of time churning out some new research in-house and hope to publish it all in the next few...

Baffin Island Journey

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[vimeo 33516816 w=400 h=225]Baffin Island: A Skier's Journey EP2 from Jordan Manley Photography on Vimeo.

Travel

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I will be in Colorado for the week starting Saturday.  While I imagine most will be busy with family, feel free to drop me...

The Stock Idea Farm

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If my friend Wes keeps it up he will soon be publishing more than Harry Kat (whose titles, including some Spice Girls themed, are...

FX and Value Strategies

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We're finishing up a fun little paper internally on currencies and just saw this  paper from the folks at BIS this weekend (via Alea):...

A Few Site Updates

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1.  Since I assume most of you are not on Twitter, I've added a Twitter box on the right side of the page that...

Who Isn’t Getting Coal in Their Stockings?

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QVT Financial, Carl Icahn, Rentech, Scout, and Ruane, Cunniff, and Goldfarb are all up over 15% YTD (top 10 holdings, long only via AlphaClone).