PTJ
via Zero Hedge, all seven parts of Trader - The Documentary. Highly recommended viewing.
httpv://www.youtube.com/watch?v=ELiKV9Kqo84&feature=player_embedded
httpv://www.youtube.com/watch?v=RarqLQ6d6RY
httpv://www.youtube.com/watch?v=Gp7ZbNGYHTc
httpv://www.youtube.com/watch?v=V8pWUOPaN0g
httpv://www.youtube.com/watch?v=xmge7PE7I84
httpv://www.youtube.com/watch?v=jFOXDtHi8os
httpv://www.youtube.com/watch?v=yIwHoOud01s
Persistence in Hedge Fund Returns
One more reason to like AlphaClone. . .
Do Hot Hands Exist Among Hedge Fund Managers?
RAVI JAGANNATHAN, ALEXEY MALAKHOV, and DMITRY NOVIKOV∗
Abstract
In measuring performance persistence,...
Seven Sins of Fund Management
A couple years old, but great read!
Seven Sins of Fund Management
What a Difference a Year Makes! Endowment, Buy and Hold, and Tactical Returns
In my last post I examined the performance of the endowments (estimated) versus some publicly traded asset classes, allocations, and tactical models. Below I...
Stockcharts?
For some reason StockCharts keeps breaking my link to make the timing updates public. I have contacted them no less than 20 times...
The Endowment Model vs. the Timing Model, 2009 Returns
Both Barron's and the WSJ penned articles on the endowments sorry performance for 2009 (and neither mentioned my book - FAIL).
Lots of readers have...
Top 20 Papers and Books in Modern Finance
I am doing a post that links to what I consider to be some of the top papers and books in modern finance over...
Nice Ibbotson Interview
Excerpt from AllAboutAlpha:
Q4: Your “ABCs of Hedge Funds: Alphas, Betas, and Costs” has been a popular research paper on AllAboutAlpha.com. Have you updated...