The Quant Stock Screening Bible
I just picked up a new copy of What Works on Wall Street, Fourth Edition: The Classic Guide to the Best-Performing Investment Strategies of...
Measuring the Performance of the Ivy Portfolio
I get lots of emails asking me to update my various models, and we will likely do so in the new year. Doug Short,...
Intelligence for Chief Investment Officers
Wow, what a beautiful (and free) digital magazine. Had not seen it yet:
AI CIO
Added to the blogroll under Institutional...
UVa Investment Conference
I will be in NYC but if any readers are attending let me know - would love to hear a summary of the event....
Interest Rates vs. Violent Crime
I was reading New Ideas from Dead Economists: An Introduction to Modern Economic Thought when I was in Berlin, and there were a few...
Why Use Book Value to Sort Stocks?
Did you know French and Fama hold a Q&A on their blog (though they call it a forum) ? Text from a recent entry...
Traveling: NYC
I will be in NYC the week of November 7th, and as always, let me know if you want to meetup.
I will also be...
The Best ETF Opportunity
I am still shocked no one has stepped up and offered a number of solutions for managed futures packaged as ETFs. I get that...
“We are flirting with hyperinflation”
Great read from Rob at Research Affiliates in the recent issue of Fundamentals:
"If we finish 2011 with 3% core inflation, 4–5% total inflation, and 3%...
Airplane Reads
Read a couple fun reads on the plane, both focusing on investing anomalies (one quant equity, one all trading).
Both fun reads!
The Handbook of Equity...
