Momentum and Relative Strength

0
A nice white paper from the good folks at Dorsey Wright: Bringing Real World Testing to Relative Strength

The Global Debt Bomb and Kyle Bass’s Hayman Advisors

2
Fun bike reading yesterday - The Global Debt Bomb Bass's Hayman Advisors is mentioned a bunch in the post.  You can find his shareholder letters...

In the Mail

7
That's it.  After this order I'm officially putting my Amazon account on hold until I crank out some of these 7 white papers I've...

Free Historical Data Sources

5
Every day I receive a slew of emails asking about historical data.  While I use Global Financial Data ($), below are some resources for...

Six Impossible Things Before Breakfast

2
James Montier speech last Summer (HT: NG) ---- I've written a ton on how the hedge fund indexes are useless.  Remember, you don't want the beta...

Bill Dunn

4
Nice interview here. His performance here. Economist article on managed futures funds.  Literally lumps together trendfollowing futures funds, quant equities funds, and high frequency funds into...

Just Arrived

2
Every trader's favorite book with new commentary and annotations by John Markman as well as a foreword by Paul Tudor Jones.  It's been years...

90% Of The Time

0
This is a really great poem from my relative Zach Thomas in North Carolina...who is recovering from a broken wrist from the dog attack...

AlphaClone News

2
Some interesting news out of AlphaClone. Press release here. Over 70% of AlphaClone's Smart Money Simulations Outperformed the S&P 500 Index SAN FRANCISCO, CA--(Marketwire - January...

Fat Tails

8
Nice paper - Non-Normality of Market Returns (link fixed) While I think this is well established, was worth reading nonetheless.