Yield Curve Predictors of Foreign Exchange Returns

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Yield Curve Predictors of Foreign Exchange Returns I can't figure out why DB doesn't launch ETFs/ETNs on the other currency strategies they have (they did...

One5 Foundation Work in Haiti

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Check out this really cool project my buddies company TShirtAds (I'm an investor) did for the One5 Foundation this weekend to support their efforts...

Quant Approach to TAA updated for 2009

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Update: If you like World Beta, please consider nominating us for the Loeb Awards in blogging and book categories! I few years ago I wrote...

Activist and Merger Arb Funds

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I'm creating some more fund groups over on AlphaClone.    Below are some old lists I had of activist and merger funds.  Leave comments with...

Links

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I am a big fan of Richard Ferri.  If you are going to pay someone to buy and hold, he makes 99% of my...

Debt and Deleveraging

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McKinsey report here. Summary here.

Deceptive Advertising and Snowfall

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Nice paper, although I'm pretty sure resorts on the West Coast will not need it this weekend!

Paul Tudor Jones on Reminiscences of a Stock Operator

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The interview in the back of the book is priceless. Must read. Holy crap there are about 40 gems in this interview.  A few of my...

Momentum and Relative Strength

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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

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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...