Klarman Interview
I post (and retweet) a lot of good reads on Twitter that never make it onto the blog (usually I forget to repost). Feel...
Happy Thanksgiving and Turkey Reading
I'm headed to Colorado for Thanksgiving (and again likely at Christmas), and while I assume most will be busy with the holidays if you...
Re-Thinking Risk (or, Why Isn’t There a Put Write ETF?)
Really interesting new paper from GMO. We did a lot of the same tests in-house on these option strategies. I was always curious why...
Sorting Countries by Dividend Yield
I'm excited about the addition of a new analyst to the team, Prabhat Dalmia. Prabhat is a recent MBA graduate from UCLA Anderson and...
Trendfollowers Listening to a Familiar Tune
October was a particularly difficult month for CTA trendfollwers. Below is a table from the Automated Trading System blog, followed by some great bluegrass...
National Geographic Picture Contest
Some great pics from the NatGeo photo contest (via Kottke)...my favorites (click to enlarge):
Risk Parity ETF to Launch
Interesting news that Global X is launching a risk parity fund. (Filing here via Index Universe.) Risk parity is certainly one of the big...
Now Long Greek Bonds
Although it looks like it is the 1898 issue, with only a, pffft, 2 1/2% coupon. (Great parting gift for speakers from the SQA...
Conference Tomorrow
I'm chatting in NYC about risk parity (topic du jour) with a little trendfollowing, dividends, and black swans thrown in. Hopefully they record the...
