The Global Market Portfolio
Nice paper:
Strategic Asset Allocation: The Global Multi-Asset Market Portfolio
Abstract:
The portfolio of the average investor contains important information for strategic asset allocation purposes. This portfolio...
Alternatives Update (Risk Parity Funds Launch)
AQR out with a couple new risk parity funds (targeting 10% and 15% vol). I think when the SEC gets comfortable with derivatives an...
Blood in the Streets
As a follow up to our valuation work, this is a fun table of countries and their CAPE values as well as current drawdowns...
Funds Killing It This Year
Article & video here on Hedge Fund Letters on some hedge funds doing great this year. Two funds mentioned are Appaloosa & Lone Pine.
Tracking...
Turn That Frown Upside Down
What is a simple way to generate more alpha? Take your alpha strategy, and do the opposite!
The Surprising 'Alpha' from Malkiel's Monkey and...
The $130,000 Idea Challenge
From the folks at Orgami out with a new investment $130,000 contest.
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Also, another fun Idea Farm email went out last week that has an...
Belgium and Financials
Two factors that have consistently worked over time are value and momentum. Lots and lots of research in the archives as well as our...
Catching a Falling Knife
We have posted a lot on reversion and counter trend systems on the blog over the years. One idea Prabhat and I were working...
Hugh Hendry on Gold, China, Treasuries …
If you haven't been to Hedge Fund Letters in awhile, stop by. I've found a solid group of writers for the site, and in...
Stocks for the Long Run & Fall or Winter (Summer)
It looks like the 5th! Edition of Stocks for the Long Run will be out in a month or two. I am highly curious...
