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AlphaLetters Quant Paper Reviews
...er, Maurice D. Levi Source: Maryland University working paper Link: http://www.rhsmith.umd.edu/finance/pdfs_docs/seminarspring07/Kramer.pdf Summary: This article documents an opposing annual seasonality in US Treasury (5, 7, 10, and 20-year US government bond) and equity monthly returns: · Treasury monthly returns usually peak in October, and bottom in April · The difference between treasury peak and trough is over 80+ basis points · An opposing s...
Stock Screening
...pm’s use Factset, ModelStation, or something similar and expensive. A nice free screener is James Gritton’s backtest.org. It uses the historical ValueLine database (~2000 stocks with mkt caps over $400 million) back to the late 1980s. You can put together all sorts of screens, combinations of screens, etc. (For more information check out the Mechanical Investing board at the Motley Fool.) Here is a simple screen of screens with impressive historic...
What I am Reading
...than you could ever want from the World Federation of Exchanges – 88 page PDF is here. — Where does your city rank? LA is the 2nd most expensive, is the hardest to get around, and has attractive residents that are not very nice or intelligent. — Democrats pin their hopes on sushi. — James Altucher takes a look at Pabrai’s holdings. — How is the SpoofCard possibly legal? — An older article that I still find amusing – On bankers and lap dancers. Fr...
What I’m Reading
...I will do in the future.) I added up all of the books I ordered on Amazon.com and Half.com so far this year, and it totals 76. My favorite so far is the just released Hedge Hunters: Hedge Fund Masters on the Rewards, the Risk, and the Reckoning , but then again I am a sucker for the “Market Wizard” style books. (PS Did you know there is a Market Wizard FOF run by Jack Schwager?) Best Book Combo has the ability to search what site has the best tot...
Warren Buffett is a Colorado Rockies Fan
.... — Confused about hedge fund clones? Here is a good summary from EDHEC. Our friends ART, ABI, ARB, T-Rex, Altera, MAST, and ABS are all there. Now will someone from one of these i-banks please email me with a bid for www.hedgefundclone.com so I can go to the Rockies game this weekend? — What is the Deep Moat Double? — To go along with the January Effect, it looks like the first day of the month produces consistent returns....
The Next Generation of Commodity Indexes
...k under the hood. [This is also a great example of a former alpha source becoming commoditized and repackaged as alternative beta at a much lower cost. If I ran a CTA/CPO, or was considering becoming a long term trendfollowing CTA, I would focus on a system that has zero or negative correlation to the long term trendfollowers (which the vast majority of CTAs are). Take note highly compensated “alpha” managers everywhere, your jobs are in danger!]...
What I’m Reading
...where your visitors originated from. If it was from a search, it lists the search terms. In the most disturbing news of the day, someone arrived at my site today by searching “Bill Gross moustache”. After the predictable variants of Meb(ane) Faber and World Beta, the other most popular terms are: Blue Ridge Capital / John Griffin (there is actually a student reunion tonight that I am missing in NYC – any readers attending?) The Wolf of Wall Street...
Listed Private Equity Choices – PSP & PFP ETFs
...al listed hedge fund ETF in the works? Keep an eye on www.listedhedgefunds.com. (Why not www.listedhedgefund.com you ask? PowerShares if you are reading I would be happy to sell the domain to you. . .) On principal I like the concept of the foreign fund better. Its holdings are actual listed private equity funds versus private equity fund management companies. Since I am an empirical skeptic, I reserve my judgment until seeing the data. (I am also...
Yale Endowment Returns
..., HYG REITS: IYR, RWX COMMODITIES: GSP, DBC, I get lots of emails asking about updating moving averages for timing models. Here is a table I use for internal use. If there is enough interest (leave a comment), I can post this PDF monthly. (Green cells are top 10 performance for that time period. I extrapolated some performance for some ETFs without 12 months of history.)...
The Wall Street Waltz
...3 from 1998 to 2002. • Rather than rely on historical correlations, a more comprehensive and dynamic approach is needed in making asset allocation decisions. Executive Summary for “Emphasizing Low Correlated Assets”: • The fact that correlations change is well known. But the severity of change, and which relationships are subject to change, needs to be better understood because it has important implications for containing risk. • This study evalua...
