Robert Frost Quote

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From a Deutsche Bank white paper: "We took risks.  We knew we took them.  Things have come out against us.  We have no cause for...

From Worst to First

13
Gold is universally loved as far as I can tell (when Pratt and the hipsters like it that makes me nervous).  Can anyone leave...

Traveling, BuyWrite/PutWrite, and Mean Reversion Follow Up

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I will be in Chicago next week at the M* ETF Conference Wed Sep 15th - Fri Sep 17th.  Drop me a line if...

Book in Chinese

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Apparently my book came out in Mandarin about a year ago and I didn't even know it.  Are those gold coins on the front?

More Momentum

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Nice Mo review paper by Moskowitz Also another longer academic paper here Time Series Momentum Abstract We document significant "time series momentum" in equity index, currency, commodity,...

Black Swans Everywhere

3
From lesbian ballerina sex scenes with Portman/Kunis to a Thom Yorke NSFW song, the phrase black swan is dominating the media. (Trailer and video...

Traveling

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Boston August 23-24 Washington DC  25-26 Drop me a line if you want to meetup!

Trendfollowing on Stocks

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Apparently it works, and it works best on the most volatile stocks (whod a thunk it?) The new paper : "A New Anomaly: The Cross...

Too Big to Succeed – Stocks to Avoid (MON, JNJ, PG, MCD, XOM, JPM, GE, MSFT, EXC)

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Arnott's monthly letter is a must read.  In the last issue, titled "Too Big To Succeed" he examines how the largest market cap company...

Blog Updates

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There will be some cool new features and developments coming down the pipe soon for the blog and "other".  Stay tuned! Since a large number...