Three Must Reads
The Hidden Risks of Risk Parity Portfolios - Ben Inker GMO
&
Forgotten Lessons of 2008 - Seth Klarman's Annual Letter
&
Interview with James Montier - Simolean...
Investing Based on the Yield Curve – REITs Like it Steep
Here is an old post where we took at a look at investing based on the yield curve. I updated the charts here with...
Paulson’s #2 – Paolo Pellegrini’s PSQR Fund
Nice article about Paolo Pellegrini's PSQR Fund over on Prag Cap (via Altucher). Paolo is featured heavily in the very good book The Greatest...
Links and a Long Short ETN Launch
Is anyone going to Andrew Lo's presentation at the CFA Society here in Los Angeles next week? If so come say hello.
----
Betting on the...
The Folly of Forecasting
I was cleaning out some files and came across the fantastic James Montier PDF "The Seven Sins of Fund Management". (If you want the...
I Spent My Weekend
trying to figure out what in the world Currensee, the new social network for currency traders, could possibly spend their $8mm venture round on. ...
Momentum Studies
What academic study has the most historical data for momentum? Most studies I see go back to the 1960s at the most.
Good listing of...
Global Rotation Strategies
Below is an updated equity curve from the global rotation strategy in the book. Trying to decide if this is going to be a...
Three Funds Someone Should Start
Long time readers know that I am fantastic with coming up with great ideas but less so at monetizing them. Anyways, here is an...
