Raptor Global Re-Launch (Old Tudor Equity Fund)

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Jim Pallotta is getting ready to re-launch Raptor Global in July.  The fund once hit $11 billion and had returns of 14% over 15...

Chicago (next week) & Malware

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For those that thought I was going crazy for mentioning I was getting ready for a trip to Chicago next last Monday, my apologies. I...

The Costs of Managing Buy and Hold Portfolios, or, Why Pay for Beta (at all)?

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I was having dinner with a RIA in Malibu (David Kreinces of ETFPM) a couple weeks ago when the topic of fees came up. ...

Shiller P/E Ratios and 10Yr Annualized Real Returns

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I was playing around with the data over on Shiller's website the other day and thought I would post a few of the charts. ...

Country Mean Reversion

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I've written a bunch about mean reversion, most recently in May but also in my book.  One strategy is to look for asset classes...

Airplane Reads

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Some airplane reads: Sovereign Risk: Beyond the Numbers - CreditSuisse ---- Buy Write or Put Write:  An Active Portfolio to Strike it Right - Yang ---- The Value of...

NAAIM Paper Winner

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Below is the paper that won the $10k Wagner Award from NAAIM for best paper.  You can download it from the website.   (And...

BAC to $27 and More Evidence for Cross Market Mo

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Cross Market Mo The Magic Formula (Arnott, not Greenblatt) Ira Sohn Recap (so angry I didn't go!)

Traveling

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I will be in Charlottesville, VA next weekend (June 4-6). If you are nearby (Richmond, DC, etc) and want to get together shoot...

Yale’s Endowment Returns: Manager Skill or Risk Exposure?

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Just out from my friend Peter Mladina of Waterline is a fun paper coming out in the upcoming Journal of Wealth Management Summer Edition. ...