PTJ

3
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

0
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

4
A couple years old, but great read! Seven Sins of Fund Management

LinkFest

2
Really enjoyed Fox's book The Myth of the Rational Market, and I'm going to add it to the Reading List.  Although I wish Fox...

What a Difference a Year Makes! Endowment, Buy and Hold, and Tactical Returns

9
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?

6
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

3
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...

LinkFest

4
I'm not sure why the timing updates link was broken, but it is now fixed. ---- A Complete Toolkit for Fighting Inflation ---- Cool new website for tracking...

Top 20 Papers and Books in Modern Finance

13
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

2
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...